# EDGAR Filing Document

**Accession Number:** 0001233087
**File Stem:** 0001752724-23-033188
**Filing Date:** 2023-2
**Character Count:** 6790131
**Document Hash:** 163235963ad370b53935cdb4f2754302
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033188.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN LTD DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233087
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21357
- **FILM NUMBER:** 23651861

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20060111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030718

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON STRATEGIC INCOME TRUST
- **DATE OF NAME CHANGE:** 20030515

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Limited Duration Income Trust

- **b. Investment Company Act file number:** 811-21357

- **c. CIK number of Registrant:** 0001233087

- **d. LEI of Registrant:** P58SM14RY02PYB0IA680

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Franklin Limited Duration Income Trust

- **c. LEI of Series:** P58SM14RY02PYB0IA680

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $428946892.95

**Total Liabilities:** $143618402.78

**Net Assets:** $285328490.17

**Delayed Delivery Securities:** $25862344.51

**Cash Not Reported:** $9694717.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.03000000 | **1-Year:** -616.05000000 | **5-Year:** -7068.33000000 | **10-Year:** -13674.77000000 | **30-Year:** -6712.02000000

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

- **3-Month:** -122.90000000 | **1-Year:** -9735.96000000 | **5-Year:** -66768.62000000 | **10-Year:** -13957.08000000 | **30-Year:** -1785.47000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.00%                | 2.53%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1383918.97             | $3469164.91                                |
| Month 2  | $-717157.12              | $6322199.97                                |
| Month 3  | $-48794.40               | $-3320985.45                               |

**Designated Index Information**

- **Index Name:** Custom CSFBHY + CSLL +Bloomberg US MBS Index

- **Index Identifier:** HB10315

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UGCard                                                                       | UGCard, 992046859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $-13.53       | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $589750.00    | 0.21%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $858.20       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387756.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $141.71       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.                            | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.                                               | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1617390.13   | 0.57%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785866.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1105.54      | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992608130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.65        | 0.00%             | 2024-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992040296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $82.25        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207463.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $2890.80      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11767896.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4427 | PA      | $4474.79      | 0.00%             | 2023-12-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653689.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3084.33      | 0.00%             | 2027-02-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $388.40       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016098.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $1412.94      | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929975.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1577.75      | 0.00%             | 2027-04-11      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112118.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1440.27      | 0.00%             | 2024-11-24      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025053.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $114.84       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.30        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933470.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $139.27       | 0.00%             | 2027-04-12      | Fixed         | 20.63%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                  | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                                           | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74503 | PA      | $71499.89     | 0.03%             | 2026-04-15      | Variable      | 18.34%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $13.24        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927919.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2437.53      | 0.00%             | 2025-04-11      | Fixed         | 20.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799274.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25219 | PA      | $25519.63     | 0.01%             | 2025-12-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785449.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9221 | PA      | $9130.88      | 0.00%             | 2027-03-14      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455844.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $3897.62      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12242133.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13598 | PA      | $13579.74     | 0.00%             | 2027-01-27      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477575.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9287 | PA      | $9232.86      | 0.00%             | 2027-01-21      | Fixed         | 4.96%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $191.66       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785916.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9890 | PA      | $9791.70      | 0.00%             | 2027-03-14      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.17        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185962.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26912 | PA      | $25159.03     | 0.01%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268745.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3841 | PA      | $3783.64      | 0.00%             | 2026-12-17      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1225.85      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $269.02       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675080.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8336 | PA      | $8421.53      | 0.00%             | 2024-02-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242278.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6561 | PA      | $6131.69      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658658.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9877 | PA      | $9992.32      | 0.00%             | 2025-05-18      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270469.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $3088.45      | 0.00%             | 2027-05-17      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $748.21       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11798624.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16703 | PA      | $16757.16     | 0.01%             | 2026-02-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $145.17       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422193.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $183.09       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653066.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $870.32       | 0.00%             | 2027-02-18      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1049.05      | 0.00%             | 2027-01-21      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $235.24       | 0.00%             | 2024-04-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243627.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21736 | PA      | $20165.14     | 0.01%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722168.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3415 | PA      | $3378.68      | 0.00%             | 2024-09-16      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259833.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14106 | PA      | $12987.01     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997238.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $5021.90      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734929.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1566.47      | 0.00%             | 2025-03-24      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655961.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1600.40      | 0.00%             | 2027-02-18      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787046.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1920.81      | 0.00%             | 2027-03-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714516.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9191 | PA      | $8807.71      | 0.00%             | 2025-02-15      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742664.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15030 | PA      | $0.00         | 0.00%             | 2027-03-22      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789482.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16887 | PA      | $16726.14     | 0.01%             | 2027-03-14      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $24.77        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928682.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11622 | PA      | $11459.83     | 0.00%             | 2027-04-11      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992207343.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.00        | 0.00%             | 2025-03-21      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $-9.38        | -0.00%            | 2025-04-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                  | Digicel Group Holdings Ltd.                                                                     | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     36130 | PA      | $3477.51      | 0.00%             | 2023-01-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.62        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $2.73         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112929.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $321.23       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782516.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $6755.01      | 0.00%             | 2027-03-14      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12976491.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20797 | PA      | $20763.90     | 0.01%             | 2027-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653495.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6851 | PA      | $6789.76      | 0.00%             | 2027-02-18      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708859.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9939 | PA      | $9565.41      | 0.00%             | 2025-02-15      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10770659.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18571 | PA      | $18566.69     | 0.01%             | 2026-11-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $-20.82       | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $255.12       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 163266659.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5871 | PA      | $5568.67      | 0.00%             | 2025-02-28      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13598334.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22553 | PA      | $22936.07     | 0.01%             | 2027-05-27      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112852.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $258.32       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061694.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $203.64       | 0.00%             | 2025-03-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $10.17        | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $336.45       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035959.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1643.64      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418381.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $9.25         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $56.12        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932293.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4082 | PA      | $2340.00      | 0.00%             | 2027-04-11      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2417723.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6288 | PA      | $6244.90      | 0.00%             | 2027-01-20      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992506947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.50         | 0.00%             | 2028-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.99        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935772.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $333.43       | 0.00%             | 2025-04-12      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                     | Radiology Partners, Inc., First Lien Term Loan B                                                | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724138 | PA      | $611219.48    | 0.21%             | 2025-07-09      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14257683.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24145 | PA      | $24022.52     | 0.01%             | 2027-06-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672679.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $1372.64      | 0.00%             | 2024-12-14      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14586533.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21583 | PA      | $21860.09     | 0.01%             | 2025-07-07      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $152.12       | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12281515.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13576 | PA      | $13667.99     | 0.00%             | 2027-03-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6059623.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $5790.51      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $89.40        | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931389.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $323.21       | 0.00%             | 2025-04-12      | Fixed         | 6.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785441.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3491 | PA      | $3456.66      | 0.00%             | 2027-03-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $518.05       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784879.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25770 | PA      | $25513.22     | 0.01%             | 2027-03-14      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $1531.51      | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790004.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $838.97       | 0.00%             | 2025-03-14      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754712.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22892 | PA      | $21670.71     | 0.01%             | 2027-04-08      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992636987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $733.90       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $36.26        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419603.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.16         | 0.00%             | 2027-09-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656127.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2358.54      | 0.00%             | 2027-02-18      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $480.65       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694182.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $2946.13      | 0.00%             | 2027-01-12      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205889.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $503.86       | 0.00%             | 2025-04-05      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $836.37       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032044.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1670.29      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787642.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2460.65      | 0.00%             | 2027-03-14      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431511.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11024 | PA      | $11144.25     | 0.00%             | 2025-05-04      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785862.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35996 | PA      | $35666.34     | 0.01%             | 2027-03-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13106287.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40320 | PA      | $41024.51     | 0.01%             | 2027-04-28      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090965.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.93        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783145.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5521 | PA      | $397.01       | 0.00%             | 2025-03-14      | Fixed         | 23.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995419.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $158.01       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478471.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2867.04      | 0.00%             | 2025-01-21      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $3.42         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780553.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1364.09      | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017320.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3814 | PA      | $970.24       | 0.00%             | 2026-11-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261873.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $362.49       | 0.00%             | 2026-12-16      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6030292.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9844 | PA      | $9375.39      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp., Term Loan B-1                                                                     | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    591260 | PA      | $551982.68    | 0.19%             | 2029-03-01      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3977.61      | 0.00%             | 2027-03-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253595.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $733.00       | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238828.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $18.60        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362201.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $183.31       | 0.00%             | 2025-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992476651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.42        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1634202.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14840 | PA      | $14348.87     | 0.01%             | 2024-09-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933178.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6216 | PA      | $6156.50      | 0.00%             | 2027-04-12      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.98       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929186.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3479.36      | 0.00%             | 2027-09-11      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785769.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14170 | PA      | $14033.78     | 0.00%             | 2027-03-14      | Fixed         | 11.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270265.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1709.37      | 0.00%             | 2026-12-17      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992243467.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $223.24       | 0.00%             | 2025-04-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $554.69       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.28       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $331.00       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780047.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23450 | PA      | $23283.99     | 0.01%             | 2027-03-14      | Fixed         | 9.40%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786582.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8093 | PA      | $579.53       | 0.00%             | 2025-03-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2028-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780410.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5689 | PA      | $5636.03      | 0.00%             | 2027-03-14      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992610817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $107.97       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10775435.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18110 | PA      | $18114.29     | 0.01%             | 2024-10-09      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992506221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.16        | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $200.87       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365388.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $135.75       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $44.61        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017120.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $1890.80      | 0.00%             | 2026-11-10      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781451.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4552 | PA      | $4498.70      | 0.00%             | 2027-03-14      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784161.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5342 | PA      | $5271.95      | 0.00%             | 2027-03-14      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S1, Class PT              | CUSIP: 21053KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46055 | PA      | $45069.28     | 0.02%             | 2044-04-15      | Variable      | 13.23%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11029842.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25739 | PA      | $26124.27     | 0.01%             | 2026-10-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992312068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.00        | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187454041.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26212 | PA      | $25590.50     | 0.01%             | 2027-03-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.45        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $1034.91      | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789648.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5330 | PA      | $5279.28      | 0.00%             | 2027-03-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992618744.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $10.97        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1588.15      | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp. VI                         | Crown Americas LLC / Crown Americas Capital Corp. VI                                            | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486235.00    | 0.17%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929692.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11539 | PA      | $11455.95     | 0.00%             | 2027-04-11      | Fixed         | 7.58%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410578.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $-2.44        | -0.00%            | 2024-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $28.13        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088702.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $526.22       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988815.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $312.77       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.07        | 0.00%             | 2025-03-15      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270407.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3269.81      | 0.00%             | 2024-12-17      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053411.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.20        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785537.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $2986.85      | 0.00%             | 2027-03-14      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6212235.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6421 | PA      | $5924.45      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $200.68       | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $663.04       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.68         | 0.00%             | 2028-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266143.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11910 | PA      | $346.04       | 0.00%             | 2026-12-16      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992412918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $206.71       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $342.71       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932808.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5334 | PA      | $5277.29      | 0.00%             | 2027-04-12      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127004.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1555.68      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788810.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1957.70      | 0.00%             | 2025-03-14      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $247.52       | 0.00%             | 2025-04-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $460.64       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $46.30        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $193.02       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 165922400.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12715 | PA      | $11652.75     | 0.00%             | 2025-02-15      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784444.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4002 | PA      | $3937.93      | 0.00%             | 2027-03-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789186.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $3841.61      | 0.00%             | 2025-03-14      | Fixed         | 9.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780875.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2485.98      | 0.00%             | 2027-03-14      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927825.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1949.44      | 0.00%             | 2027-04-11      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2631.94      | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474579.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20154 | PA      | $20038.34     | 0.01%             | 2027-01-20      | Fixed         | 4.95%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $245.57       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 143298645.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2651.93      | 0.00%             | 2023-11-09      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185516.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8038 | PA      | $7466.48      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789078.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3519 | PA      | $3461.92      | 0.00%             | 2027-03-14      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $215.18       | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $36.12        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356491.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.34        | 0.00%             | 2024-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017315.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4398 | PA      | $4368.71      | 0.00%             | 2026-11-10      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394992.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $876.81       | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $127.14       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137232.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8361 | PA      | $7916.30      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266172.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $3045.34      | 0.00%             | 2026-12-16      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $972.91       | 0.00%             | 2024-03-23      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $144.28       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $11.76        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750264.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6501 | PA      | $6219.21      | 0.00%             | 2025-04-06      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992572323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $648.55       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12789860.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38728 | PA      | $22913.80     | 0.01%             | 2027-04-12      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014131.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4315 | PA      | $4061.44      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11695111.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16382 | PA      | $16529.76     | 0.01%             | 2024-12-23      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306261.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $771.73       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929957.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12715 | PA      | $12594.52     | 0.00%             | 2027-04-11      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243705.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12421 | PA      | $11539.70     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997383.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9544 | PA      | $9138.05      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784096.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12010 | PA      | $237.60       | 0.00%             | 2027-03-14      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111723.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2650 | PA      | $2625.57      | 0.00%             | 2024-11-24      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163507.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $4.23         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $3530.26      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.43        | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $592.65       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $113.11       | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227359.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.85       | 0.00%             | 2027-04-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066460.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6455 | PA      | $5803.55      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044480.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $443.12       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11442830.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6705 | PA      | $6770.38      | 0.00%             | 2024-02-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783246.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1381.48      | 0.00%             | 2027-03-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934768.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4939.63      | 0.00%             | 2027-04-12      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $-10.05       | -0.00%            | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057507.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6681 | PA      | $6334.72      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992441413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $469.69       | 0.00%             | 2025-04-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004261.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6362 | PA      | $6104.82      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6237819.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $2026.33      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $239.66       | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12106191.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13692 | PA      | $13835.68     | 0.00%             | 2025-03-07      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173353.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43252 | PA      | $40009.31     | 0.01%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10767341.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8722 | PA      | $8752.84      | 0.00%             | 2026-10-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $466.09       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787239.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4238.45      | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782112.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $862.66       | 0.00%             | 2027-03-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784913.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12239 | PA      | $11583.69     | 0.00%             | 2027-03-14      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038921.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $1669.68      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6184613.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59210 | PA      | $55287.16     | 0.02%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015300.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17120 | PA      | $16278.46     | 0.01%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10043511.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2637.85      | 0.00%             | 2023-09-28      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Nabors Industries Ltd.                                                       | Nabors Industries Ltd.                                                                          | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $943978.95    | 0.33%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $99.11        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473112.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4264 | PA      | $4226.25      | 0.00%             | 2027-01-20      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $589.09       | 0.00%             | 2025-04-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1657104.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20628 | PA      | $20110.59     | 0.01%             | 2026-10-29      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992601063.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.82         | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $283.49       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992207607.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1086.44      | 0.00%             | 2025-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.69        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1657470.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15407 | PA      | $14997.26     | 0.01%             | 2026-10-29      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.37        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783293.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13295 | PA      | $13167.46     | 0.00%             | 2027-03-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006874.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $280.86       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789200.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9171 | PA      | $9080.04      | 0.00%             | 2027-03-14      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.29        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655382.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6432 | PA      | $6389.78      | 0.00%             | 2027-02-18      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14388011.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23594 | PA      | $23530.93     | 0.01%             | 2027-06-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744293.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22143 | PA      | $21229.87     | 0.01%             | 2027-03-24      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782070.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15933 | PA      | $1142.26      | 0.00%             | 2027-03-14      | Fixed         | 23.71%                | No            |                  3 | On Loan: No      |
| Organon & Co.                                                                | Organon & Co., Term Loan                                                                        | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    742151 | PA      | $736785.15    | 0.26%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2507 | PA      | $2605.33      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932450.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $3033.52      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $492.34       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788285.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2508.69      | 0.00%             | 2027-03-14      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $319.72       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2425853.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3259 | PA      | $226.39       | 0.00%             | 2027-01-20      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930386.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9740 | PA      | $9651.51      | 0.00%             | 2027-04-11      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $69.17        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185504181.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5582 | PA      | $5480.83      | 0.00%             | 2027-01-26      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066826.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $497.95       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.51        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992625876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $881.45       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478720.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $3572.28      | 0.00%             | 2025-01-21      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4502 | PA      | $4471.57      | 0.00%             | 2026-12-16      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                         | Owens-Brockway Glass Container, Inc.                                                            | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118634.34    | 0.04%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269612.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $3069.27      | 0.00%             | 2026-12-17      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.15        | 0.00%             | 2023-06-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992624926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $260.50       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $-8.03        | -0.00%            | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267678.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $2490.33      | 0.00%             | 2026-12-17      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744257.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $3743.29      | 0.00%             | 2027-03-24      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930160.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $4226.79      | 0.00%             | 2027-04-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786075.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17092 | PA      | $16926.75     | 0.01%             | 2027-03-14      | Fixed         | 11.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $38.42        | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344998.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1483.77      | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268916.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $468.98       | 0.00%             | 2026-12-17      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477959.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8975 | PA      | $8931.03      | 0.00%             | 2027-01-21      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178743.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.14         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930564.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1807.46      | 0.00%             | 2027-04-11      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.06         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $992.80       | 0.00%             | 2027-03-14      | Fixed         | 28.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785381.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1354.90      | 0.00%             | 2025-03-14      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780097.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5268 | PA      | $5219.18      | 0.00%             | 2027-03-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054055.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1883.53      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740487.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $7587.51      | 0.00%             | 2025-03-23      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740421.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4839 | PA      | $4697.13      | 0.00%             | 2025-04-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017608.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $958.37       | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $230.66       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13166600.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13202 | PA      | $13169.49     | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477364.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5725 | PA      | $872.87       | 0.00%             | 2027-06-21      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $534.57       | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.98         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016525.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6405 | PA      | $949.41       | 0.00%             | 2026-11-10      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931433.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26917 | PA      | $26610.02     | 0.01%             | 2027-04-11      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741168.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18072 | PA      | $17230.55     | 0.01%             | 2027-03-23      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268167.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2415.49      | 0.00%             | 2026-12-17      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $250.47       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992486389.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.35        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $25.57        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $750.59       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474417.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2803.03      | 0.00%             | 2027-06-20      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262525.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25616 | PA      | $25387.96     | 0.01%             | 2026-12-16      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $4.35         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 3128M6CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5900 | PA      | $6082.79      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014325.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4654 | PA      | $4381.29      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360281.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $84.39        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992597371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $239.69       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933378.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9285 | PA      | $5148.11      | 0.00%             | 2027-09-12      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $37.59        | 0.00%             | 2025-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $37.00        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014359.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1326.86      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096552.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $4.12         | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022198.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3163.09      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992511280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.18       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $739.64       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653887.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $3202.23      | 0.00%             | 2027-02-18      | Fixed         | 12.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783160.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5548 | PA      | $382.22       | 0.00%             | 2027-03-14      | Fixed         | 34.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366350.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $193.77       | 0.00%             | 2025-04-18      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2007066.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1037.70      | 0.00%             | 2024-11-10      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991918212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $27.31        | 0.00%             | 2025-03-05      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1148.95      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267501.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3293 | PA      | $3171.51      | 0.00%             | 2027-10-17      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.48        | 0.00%             | 2027-04-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $181.84       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $203.43       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367723.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $218.04       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783940.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $794.89       | 0.00%             | 2025-03-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477086.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9065 | PA      | $8614.82      | 0.00%             | 2027-01-21      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13389512.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18966 | PA      | $19182.48     | 0.01%             | 2027-05-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $595.34       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787185.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $179.87       | 0.00%             | 2027-03-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015796.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $5624.10      | 0.00%             | 2026-11-10      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472392.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3679 | PA      | $561.01       | 0.00%             | 2027-01-20      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992532101.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.14        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255905.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33674 | PA      | $31269.17     | 0.01%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630150.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2465.63      | 0.00%             | 2024-09-24      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657168.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1747.29      | 0.00%             | 2027-02-18      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $329.43       | 0.00%             | 2024-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473506.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9155 | PA      | $8605.58      | 0.00%             | 2027-06-20      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785848.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11207 | PA      | $11100.83     | 0.00%             | 2027-03-14      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253596.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2089 | PA      | $1950.63      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14586853.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6264 | PA      | $6329.12      | 0.00%             | 2025-05-17      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $84.32        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13018067.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17316 | PA      | $17409.26     | 0.01%             | 2027-04-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.07        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2475 | PA      | $2457.03      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $90.38        | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475051.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $2148.13      | 0.00%             | 2025-01-20      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $304.32       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.48        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6594 | PA      | $6833.48      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745565.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13303 | PA      | $12759.02     | 0.00%             | 2027-03-25      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $202.69       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265409.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $1260.31      | 0.00%             | 2026-12-16      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $287.14       | 0.00%             | 2025-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $111.38       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $448.03       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782963.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7170 | PA      | $7072.95      | 0.00%             | 2027-03-14      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929277.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8759 | PA      | $8659.11      | 0.00%             | 2027-04-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.81        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $12.78        | 0.00%             | 2024-04-04      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 166607803.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $-61.78       | -0.00%            | 2025-02-12      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $46.11        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021132.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9924 | PA      | $9605.28      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480097.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2781.97      | 0.00%             | 2027-01-21      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $-30.93       | -0.00%            | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12233502.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22346 | PA      | $22633.74     | 0.01%             | 2027-03-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $670.49       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10940707.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11904 | PA      | $11999.56     | 0.00%             | 2024-10-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1758402.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22548 | PA      | $21581.06     | 0.01%             | 2027-05-08      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722547.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2887 | PA      | $2716.77      | 0.00%             | 2027-02-16      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.80        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $230.87       | 0.00%             | 2024-04-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163607.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1513.87      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1606481.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $8430.51      | 0.00%             | 2026-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10787763.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19803 | PA      | $19761.54     | 0.01%             | 2026-11-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12799003.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17370 | PA      | $17606.51     | 0.01%             | 2027-03-28      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656497.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2878.87      | 0.00%             | 2027-02-18      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086659.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $41.25        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $1065.01      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269827.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19205 | PA      | $1360.43      | 0.00%             | 2026-12-17      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180743.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8582 | PA      | $8003.71      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783927.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11627 | PA      | $11510.18     | 0.00%             | 2027-08-14      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $125.57       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782697.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12362 | PA      | $-57.52       | -0.00%            | 2027-03-14      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2260039.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4149 | PA      | $4107.61      | 0.00%             | 2026-12-16      | Fixed         | 8.53%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992564584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $830.69       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    700000 | PA      | $490605.50    | 0.17%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992473400.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $215.00       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782244.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4998 | PA      | $4693.32      | 0.00%             | 2027-03-14      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2874 | PA      | $2960.74      | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $738.75       | 0.00%             | 2025-04-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992022838.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $778.81       | 0.00%             | 2025-02-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.23       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34294 | PA      | $34025.32     | 0.01%             | 2026-11-24      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786076.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7172 | PA      | $7073.65      | 0.00%             | 2025-03-14      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.18        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2482112.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3826.97      | 0.00%             | 2027-01-21      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $28.39        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992522165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $174.83       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19513 | PA      | $19196.66     | 0.01%             | 2027-03-14      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790752.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3784.00      | 0.00%             | 2027-03-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474208.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1339.02      | 0.00%             | 2027-01-20      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041195.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7300 | PA      | $6741.74      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.11        | 0.00%             | 2024-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186943464.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18209 | PA      | $17204.47     | 0.01%             | 2027-03-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785417.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $2184.44      | 0.00%             | 2027-03-14      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992516313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $442.25       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $580274.50    | 0.20%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $27.28        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                     | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                                        | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $449593.31    | 0.16%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12607544.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8126 | PA      | $8077.51      | 0.00%             | 2025-03-29      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930223.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4592 | PA      | $331.84       | 0.00%             | 2027-04-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929249.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1467.99      | 0.00%             | 2027-04-11      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $11.66        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6154184.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10558 | PA      | $9669.33      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.03        | 0.00%             | 2024-03-04      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228774.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $129.88       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185500402.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26642 | PA      | $25127.35     | 0.01%             | 2027-01-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992040822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $973.93       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969491.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $687.76       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $271.03       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934413.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $780.92       | 0.00%             | 2025-04-12      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| MKS Instruments, Inc.                                                        | MKS Instruments, Inc., Term Loan B                                                              | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    698250 | PA      | $691641.06    | 0.24%             | 2029-08-17      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187772972.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18290 | PA      | $17741.17     | 0.01%             | 2027-03-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.44        | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $419.81       | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266070.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1819.54      | 0.00%             | 2024-12-16      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660965.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15102 | PA      | $14351.66     | 0.01%             | 2026-11-05      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $5.84         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.08        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $12.58        | 0.00%             | 2025-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2907.60      | 0.00%             | 2027-03-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787985.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2093.92      | 0.00%             | 2027-03-14      | Fixed         | 26.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932322.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $233.44       | 0.00%             | 2027-04-11      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144060.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $501.86       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655606.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4476 | PA      | $4425.40      | 0.00%             | 2027-02-18      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133534.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2830.63      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12639393.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22564 | PA      | $22800.54     | 0.01%             | 2027-04-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157585720.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $10.49        | 0.00%             | 2033-01-09      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113578.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $8.89         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1756672.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7326 | PA      | $7033.51      | 0.00%             | 2025-04-15      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $10.56        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.98        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $82.29        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185118480.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8809 | PA      | $8516.07      | 0.00%             | 2027-01-20      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017113.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13950 | PA      | $11590.09     | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $273.21       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                            | Kenan Advantage Group, Inc. (The), Term Loan B-1                                                | CUSIP: 48853UBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1614502 | PA      | $1577885.39   | 0.55%             | 2026-03-24      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266827.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7530 | PA      | $1097.28      | 0.00%             | 2027-05-16      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066840.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6430 | PA      | $6070.63      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783057.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23845 | PA      | $23616.63     | 0.01%             | 2027-03-14      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654804.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6433 | PA      | $6390.73      | 0.00%             | 2027-02-18      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928756.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3109 | PA      | $3087.87      | 0.00%             | 2027-04-12      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784502.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27016 | PA      | $26654.72     | 0.01%             | 2027-03-14      | Fixed         | 17.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341718.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1530.52      | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037114.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6197 | PA      | $5858.64      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $8.41         | 0.00%             | 2025-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187248536.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11550 | PA      | $11385.65     | 0.00%             | 2027-03-16      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.46        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784542.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3104 | PA      | $3050.15      | 0.00%             | 2025-03-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157497.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20814 | PA      | $19639.03     | 0.01%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259073.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3860 | PA      | $3615.10      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, Second Lien Term Loan B-4                                                          | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1085259 | PA      | $849990.81    | 0.30%             | 2029-01-20      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $469.35       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13427697.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11547 | PA      | $11475.06     | 0.00%             | 2025-05-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892283.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17487 | PA      | $17419.41     | 0.01%             | 2026-10-21      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789460.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16089 | PA      | $15937.84     | 0.01%             | 2027-03-14      | Fixed         | 13.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374969.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.85        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992502758.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $217.38       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786485.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14309 | PA      | $14117.54     | 0.00%             | 2027-03-14      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242925.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $24.03        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061641.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $121.61       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783531.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9438 | PA      | $9347.54      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111175.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5646 | PA      | $5584.65      | 0.00%             | 2026-11-24      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790291.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $3150.33      | 0.00%             | 2027-03-14      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1267.68      | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.44        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481328.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4262.27      | 0.00%             | 2027-01-21      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187917369.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15670 | PA      | $15208.22     | 0.01%             | 2027-04-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086252.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $168.45       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                     | Virgin Media Bristol LLC, Term Loan                                                             | CUSIP: G9368PBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462949 | PA      | $459593.05    | 0.16%             | 2029-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783300.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2304.43      | 0.00%             | 2027-03-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452116.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.34        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645616.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8226 | PA      | $7885.79      | 0.00%             | 2026-10-27      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $932.56       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261820.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42746 | PA      | $42366.76     | 0.01%             | 2026-12-16      | Fixed         | 15.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784701.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19748 | PA      | $2706.23      | 0.00%             | 2027-03-14      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139852.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $615.79       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $129.22       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $115.64       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                      | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998000.00    | 0.35%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.80        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929935.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30062 | PA      | $29736.01     | 0.01%             | 2027-04-11      | Fixed         | 29.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $520.97       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473468.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22089 | PA      | $21911.53     | 0.01%             | 2025-01-20      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146709.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9123 | PA      | $8259.15      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214045.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2756 | PA      | $2540.06      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707839.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17417 | PA      | $16808.14     | 0.01%             | 2027-02-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656859.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6651 | PA      | $6574.46      | 0.00%             | 2027-02-18      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781634.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10289 | PA      | $10187.31     | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13355854.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7637 | PA      | $7551.67      | 0.00%             | 2027-05-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255079.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $3562.21      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112089.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16468 | PA      | $16316.11     | 0.01%             | 2024-11-24      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782281.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2848.25      | 0.00%             | 2027-03-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784618.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20782 | PA      | $20444.54     | 0.01%             | 2027-03-14      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787103.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33493 | PA      | $33180.84     | 0.01%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653784.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $6115.94      | 0.00%             | 2027-02-18      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992569412.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.19         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $522.84       | 0.00%             | 2025-03-23      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657179.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $6026.10      | 0.00%             | 2027-02-18      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929357.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5485 | PA      | $5409.04      | 0.00%             | 2027-04-11      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290100.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3676.24      | 0.00%             | 2025-04-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266843.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $2617.10      | 0.00%             | 2026-12-16      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12858657.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38075 | PA      | $38702.82     | 0.01%             | 2026-04-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.92        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973774.22    | 0.34%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12761107.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21088 | PA      | $20968.97     | 0.01%             | 2027-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016805.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7431 | PA      | $7357.38      | 0.00%             | 2026-11-10      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992483515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $491.00       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992488212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.66        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 155959854.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4156 | PA      | $4044.31      | 0.00%             | 2024-07-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2757062.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5356 | PA      | $5305.23      | 0.00%             | 2027-03-14      | Fixed         | 14.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $18.06        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779837.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44709 | PA      | $44101.71     | 0.02%             | 2027-03-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $17.57        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929484.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6875 | PA      | $1744.42      | 0.00%             | 2027-04-11      | Fixed         | 14.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478528.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3952 | PA      | $3787.95      | 0.00%             | 2027-01-21      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674779.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11328 | PA      | $10918.43     | 0.00%             | 2026-12-17      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33012 | PA      | $32491.18     | 0.01%             | 2027-03-14      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $378.75       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741744.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $250.60       | 0.00%             | 2025-03-24      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $8.22         | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13421715.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23760 | PA      | $24044.23     | 0.01%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786190.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4856 | PA      | $4791.48      | 0.00%             | 2027-03-14      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090093.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $267.54       | 0.00%             | 2024-03-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $175.52       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13059570.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13383 | PA      | $13561.66     | 0.00%             | 2026-04-12      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6139862.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4218.32      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11662515.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12110 | PA      | $12273.63     | 0.00%             | 2026-12-23      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $430.00       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Amentum Government Services Holdings LLC                                     | Amentum Government Services Holdings LLC, First Lien Term Loan                                  | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1966752 | PA      | $1921270.78   | 0.67%             | 2029-02-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111342.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1466.88      | 0.00%             | 2027-09-24      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12911306.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33559 | PA      | $34090.39     | 0.01%             | 2026-04-22      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2625.20      | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13068343.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27169 | PA      | $27500.06     | 0.01%             | 2026-04-16      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6053675.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15245 | PA      | $14483.79     | 0.01%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992478196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.72        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015543.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1288.05      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782100.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $2012.47      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933074.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11240 | PA      | $11032.22     | 0.00%             | 2025-04-12      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992544772.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $4.72         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1722525.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $2012.28      | 0.00%             | 2025-02-16      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014950.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $3456.12      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $99.14        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187906511.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11204 | PA      | $10953.69     | 0.00%             | 2027-04-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222570.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $289.89       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $752.79       | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13608764.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34305 | PA      | $34415.98     | 0.01%             | 2027-05-24      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790763.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46236 | PA      | $45803.43     | 0.02%             | 2027-03-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.39        | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160172.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $207.10       | 0.00%             | 2024-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342956.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.09         | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782121.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7744 | PA      | $7663.73      | 0.00%             | 2027-03-14      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270368.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6246 | PA      | $5891.75      | 0.00%             | 2024-12-17      | Fixed         | 26.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $855.28       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.46        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11041391.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29646 | PA      | $30063.48     | 0.01%             | 2025-12-10      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $10.00        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780671.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21690 | PA      | $21485.78     | 0.01%             | 2027-03-14      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475302.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4338.30      | 0.00%             | 2027-01-20      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187192813.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9066 | PA      | $8845.41      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787766.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $5239.57      | 0.00%             | 2027-08-14      | Fixed         | 30.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165844.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1366.44      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187611207.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18061 | PA      | $17511.95     | 0.01%             | 2027-03-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12780154.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13975 | PA      | $4541.51      | 0.00%             | 2027-04-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019142.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.21        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992409739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $56.70        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $612.49       | 0.00%             | 2025-03-10      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.81        | 0.00%             | 2024-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784762.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1934.96      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187202054.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19960 | PA      | $19425.89     | 0.01%             | 2027-03-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183546.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $58.44        | 0.00%             | 2025-04-02      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6026776.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46198 | PA      | $43970.79     | 0.02%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236022.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6226 | PA      | $5837.39      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $178.74       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10515203.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14813 | PA      | $14998.11     | 0.01%             | 2026-10-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011617.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42251 | PA      | $35049.81     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6096 | PA      | $6027.79      | 0.00%             | 2027-01-21      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414439.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2187.34      | 0.00%             | 2024-04-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782254.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7005 | PA      | $6972.28      | 0.00%             | 2027-03-14      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101807.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1202.86      | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Primary Products Finance LLC                                                 | Primary Products Finance LLC, Term Loan B                                                       | CUSIP: 74167NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206379 | PA      | $203395.07    | 0.07%             | 2029-04-01      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012540.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4706 | PA      | $4422.23      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784527.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9544 | PA      | $1413.60      | 0.00%             | 2027-03-14      | Fixed         | 29.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927944.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $1489.68      | 0.00%             | 2027-04-11      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475015.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5384.51      | 0.00%             | 2027-01-20      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992604122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $278.24       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734419.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5211 | PA      | $5022.68      | 0.00%             | 2025-03-23      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309051.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $88.63        | 0.00%             | 2025-04-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934096.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5302 | PA      | $5276.83      | 0.00%             | 2027-04-12      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782578.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9107 | PA      | $8960.40      | 0.00%             | 2027-03-14      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1418.66      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $589.71       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 153352395.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7285 | PA      | $7012.68      | 0.00%             | 2024-08-14      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12780320.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16417 | PA      | $16602.78     | 0.01%             | 2027-04-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976016.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.95       | 0.00%             | 2024-03-12      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785281.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $2089.55      | 0.00%             | 2027-03-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992594428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $883.59       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475354.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $234.11       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781160.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $620.77       | 0.00%             | 2025-03-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930249.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9787 | PA      | $9693.71      | 0.00%             | 2027-04-11      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789316.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43967 | PA      | $43656.08     | 0.02%             | 2027-03-14      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| OHA Credit Funding 9 Ltd.                                                    | OHA Credit Funding 9 Ltd., Series 2021-9A, Class D                                              | CUSIP: 67690AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1394443.75   | 0.49%             | 2035-07-19      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.94        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $192.03       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $385.89       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.62        | 0.00%             | 2025-03-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $25.76        | 0.00%             | 2024-02-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1606.06      | 0.00%             | 2027-03-14      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734512.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9400 | PA      | $9043.31      | 0.00%             | 2025-03-24      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932613.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4209 | PA      | $4132.04      | 0.00%             | 2025-04-12      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10627143.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10200 | PA      | $10312.84     | 0.00%             | 2025-11-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S7, Class PT              | CUSIP: 21050KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55826 | PA      | $52141.77     | 0.02%             | 2044-12-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $165.38       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786754.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1581 | PA      | $1565.81      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188021275.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23094 | PA      | $4052.98      | 0.00%             | 2027-04-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Russell Investments US Institutional Holdco, Inc.                            | Russell Investments US Institutional Holdco, Inc., Term Loan                                    | CUSIP: 78249LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    991609 | PA      | $955911.30    | 0.34%             | 2025-05-30      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783734.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2026.32      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892377.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1599.92      | 0.00%             | 2025-03-21      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $62.41        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14380564.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36254 | PA      | $36158.83     | 0.01%             | 2027-06-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475730.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16783 | PA      | $16660.70     | 0.01%             | 2027-06-21      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $347.63       | 0.00%             | 2025-04-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390098.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $642.26       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025712.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $212.27       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785122.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1545.82      | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.87        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380897.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $260.64       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| MGIC Investment Corp.                                                        | MGIC Investment Corp.                                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461882.53    | 0.16%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13336703.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11655 | PA      | $11754.82     | 0.00%             | 2025-05-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016819.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1417.73      | 0.00%             | 2024-11-10      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022708.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $819.16       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2243.78      | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.17        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227559.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $379.07       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267269.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12486 | PA      | $12392.44     | 0.00%             | 2026-12-17      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6007001.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1499.81      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265545.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $137.87       | 0.00%             | 2026-12-16      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479385.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7294 | PA      | $7235.37      | 0.00%             | 2025-01-21      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $235.14       | 0.00%             | 2024-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928717.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6828 | PA      | $6733.12      | 0.00%             | 2027-04-11      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085619.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $20.49        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.70         | 0.00%             | 2028-01-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992610089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1435.60      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265322.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3802 | PA      | $277.46       | 0.00%             | 2026-12-17      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Altice France SA                                                             | Altice France SA, Term Loan 13                                                                  | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    486673 | PA      | $454026.75    | 0.16%             | 2026-08-14      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1760306.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7463 | PA      | $7340.05      | 0.00%             | 2027-04-29      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204979.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $484.07       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318004.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.25        | 0.00%             | 2025-04-11      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013691.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12644 | PA      | $12097.62     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.62       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.72        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014070.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1186.59      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.56        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983473.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $883.80       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14273039.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11665 | PA      | $11670.66     | 0.00%             | 2027-05-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179513.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14799 | PA      | $13929.69     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2271.25      | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $1308.13      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356513.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $337.39       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481336.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $2061.00      | 0.00%             | 2029-01-21      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264962.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3080 | PA      | $3066.00      | 0.00%             | 2028-12-16      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992216774.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $306.35       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12234684.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43606 | PA      | $44151.24     | 0.02%             | 2027-01-26      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12543097.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10202 | PA      | $10343.95     | 0.00%             | 2025-05-23      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781786.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1743.30      | 0.00%             | 2027-03-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $201.39       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -299000 | PA      | $-299000.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935340.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1485.09      | 0.00%             | 2027-04-12      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10727609.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $9539.48      | 0.00%             | 2025-11-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.51        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1236121.25   | 0.43%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789662.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18542 | PA      | $17540.77     | 0.01%             | 2027-03-14      | Fixed         | 24.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145724796.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8069 | PA      | $7873.58      | 0.00%             | 2024-01-03      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980595.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.68        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217709.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53383 | PA      | $49641.63     | 0.02%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241085.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $135.32       | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552304.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $2473.34      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020900.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $2632.16      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781963.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9836 | PA      | $9675.39      | 0.00%             | 2027-03-14      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014090.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2430.58      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185404943.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21974 | PA      | $21436.28     | 0.01%             | 2025-06-05      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931488.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3715 | PA      | $3653.80      | 0.00%             | 2027-04-11      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12871940.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23192 | PA      | $23401.89     | 0.01%             | 2025-03-03      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058469.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $2915.98      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997562.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7411 | PA      | $6948.00      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.48        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405045.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $109.58       | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749974.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6097 | PA      | $5828.90      | 0.00%             | 2027-04-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103102.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1487.47      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431253.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20380 | PA      | $20547.43     | 0.01%             | 2027-05-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788361.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6023 | PA      | $5957.77      | 0.00%             | 2025-03-14      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930680.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1063.12      | 0.00%             | 2027-04-11      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $269.30       | 0.00%             | 2024-03-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367687.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.80       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783389.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10175 | PA      | $9629.22      | 0.00%             | 2027-03-14      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484516.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1486.87      | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6258307.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5139 | PA      | $4813.07      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $591.96       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203375.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.40        | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.12        | 0.00%             | 2025-04-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163152.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14587 | PA      | $13340.61     | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782318.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11117 | PA      | $3089.61      | 0.00%             | 2027-03-14      | Fixed         | 19.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048420.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2331.25      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10571945.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39881 | PA      | $40396.92     | 0.01%             | 2026-09-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1679959.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4700 | PA      | $4532.14      | 0.00%             | 2026-12-16      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12811031.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17453 | PA      | $17359.59     | 0.01%             | 2027-04-05      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790390.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3585 | PA      | $3551.61      | 0.00%             | 2027-03-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783423.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9308 | PA      | $9209.40      | 0.00%             | 2027-03-14      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477326.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21170 | PA      | $21023.86     | 0.01%             | 2027-01-21      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.48        | 0.00%             | 2024-04-04      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743370.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17370 | PA      | $16772.32     | 0.01%             | 2025-04-11      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934024.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40402 | PA      | $39967.78     | 0.01%             | 2027-04-12      | Fixed         | 28.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367756.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $172.98       | 0.00%             | 2025-04-02      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12119879.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6665 | PA      | $6737.79      | 0.00%             | 2024-01-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481101.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $1438.70      | 0.00%             | 2025-01-21      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310768.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.34        | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195474.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2348.34      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779871.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14385 | PA      | $14192.31     | 0.00%             | 2027-03-14      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781597.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24095 | PA      | $23871.21     | 0.01%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137152.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3928.31      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782355.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1830.81      | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6160453.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14115 | PA      | $13329.22     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992509371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.62        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992524698.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $508.72       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996772.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5873 | PA      | $5623.48      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $-128.45      | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021249.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29070 | PA      | $27781.26     | 0.01%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.51        | 0.00%             | 2024-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010623.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16107 | PA      | $14936.09     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.36        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991884866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $276.28       | 0.00%             | 2024-02-28      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2777326.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4454.79      | 0.00%             | 2027-03-14      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020912.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $145.74       | 0.00%             | 2024-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064899.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5161.86      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654244.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8904 | PA      | $8378.43      | 0.00%             | 2027-02-18      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14538988.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9345 | PA      | $9488.44      | 0.00%             | 2027-07-05      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928116.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5105 | PA      | $5055.61      | 0.00%             | 2025-04-11      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $264.26       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786144.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1906.93      | 0.00%             | 2027-03-14      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187754766.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22541 | PA      | $22033.53     | 0.01%             | 2027-03-31      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2107550.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2191.75      | 0.00%             | 2026-11-24      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044261.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $14.46        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.42        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989663.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $664.57       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732970.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8851 | PA      | $8584.89      | 0.00%             | 2027-03-22      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422145.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.04        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2720638.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18023 | PA      | $17783.00     | 0.01%             | 2027-03-14      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992544113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $13.12        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782923.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2291.65      | 0.00%             | 2027-03-14      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $178.80       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1218240 | PA      | $-1218240.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755501.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8536 | PA      | $8275.29      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929568.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2788.50      | 0.00%             | 2027-04-11      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789217.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5500 | PA      | $5445.58      | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $202.05       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675358.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10665 | PA      | $10815.84     | 0.00%             | 2026-03-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657722.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5564 | PA      | $273.98       | 0.00%             | 2027-02-18      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.75        | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $381.56       | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930176.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $69.49        | 0.00%             | 2027-04-11      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981843.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $167.54       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2016-3A, Class CR                                                         | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1649809.63   | 0.58%             | 2031-10-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477621.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5769 | PA      | $5741.53      | 0.00%             | 2027-01-21      | Fixed         | 27.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326552.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.61        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992282763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.06        | 0.00%             | 2024-04-10      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $6.35         | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $32.82        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720986.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $814.58       | 0.00%             | 2026-09-16      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $154.70       | 0.00%             | 2024-04-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $76.16        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783169.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19272 | PA      | $19082.96     | 0.01%             | 2026-01-14      | Fixed         | 6.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786872.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1836 | PA      | $130.04       | 0.00%             | 2027-03-14      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934721.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9012 | PA      | $8925.95      | 0.00%             | 2027-04-12      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $641.39       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970931.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.28        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787582.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1523.13      | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248708.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $579.50       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $455.16       | 0.00%             | 2024-03-23      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600081.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.04         | 0.00%             | 2024-04-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $360.81       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992358579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $16.77        | 0.00%             | 2024-04-21      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $148.39       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185632534.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13708 | PA      | $13304.24     | 0.00%             | 2027-02-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992516427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $125.30       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $265.37       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $4516.71      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $237.61       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637625.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21935 | PA      | $21178.99     | 0.01%             | 2026-09-28      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800863.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13649 | PA      | $13697.13     | 0.00%             | 2026-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169199.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1259.29      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015303.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41902 | PA      | $41480.00     | 0.01%             | 2026-11-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695748.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1485.97      | 0.00%             | 2025-01-14      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298014.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422944.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.98       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991898242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $450.18       | 0.00%             | 2024-02-26      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017365.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25700 | PA      | $25304.23     | 0.01%             | 2026-11-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10670655.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3383.30      | 0.00%             | 2023-10-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309577.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3400.18      | 0.00%             | 2025-04-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024693.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7712 | PA      | $7263.92      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $304.02       | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481805.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $414.05       | 0.00%             | 2025-01-21      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991966840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $567.12       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1633734.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3063.38      | 0.00%             | 2026-09-20      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010608.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.69        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992243808.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $286.11       | 0.00%             | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $34.94        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13016462.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15968 | PA      | $15915.72     | 0.01%             | 2027-04-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13444523.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24806 | PA      | $24808.70     | 0.01%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992625452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.48        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653627.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $4534.41      | 0.00%             | 2027-02-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931363.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $220.08       | 0.00%             | 2027-04-11      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664823.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1327.22      | 0.00%             | 2024-11-08      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137600.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $891.31       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13148703.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9860 | PA      | $9946.58      | 0.00%             | 2024-03-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269424.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9175 | PA      | $9108.03      | 0.00%             | 2026-12-17      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1374.07      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14216604.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37191 | PA      | $37421.44     | 0.01%             | 2027-06-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992595569.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $478.81       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.68       | 0.00%             | 2025-03-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.48       | 0.00%             | 2025-04-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110989.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5976 | PA      | $5907.93      | 0.00%             | 2026-11-24      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182530.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $161.60       | 0.00%             | 2025-05-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.86        | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2446259.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $8304.63      | 0.00%             | 2027-01-21      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1386.99      | 0.00%             | 2027-03-14      | Fixed         | 32.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $249.18       | 0.00%             | 2024-03-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455341.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $68.74        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.23        | 0.00%             | 2024-03-12      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992571297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $7.56         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13044683.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39322 | PA      | $39757.99     | 0.01%             | 2025-04-20      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592413.80    | 0.21%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267010.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2512.14      | 0.00%             | 2026-12-16      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041862.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5539 | PA      | $5254.56      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $2.12         | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144922.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2475.24      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.42        | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $414.71       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $85.50        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $120.37       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 174191708.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $804.32       | 0.00%             | 2024-02-02      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc., Second Lien Term Loan                                                                | CUSIP: 90385KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270096 | PA      | $249231.52    | 0.09%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $504.32       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337443.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.72        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $310.65       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1649503.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13576 | PA      | $13146.04     | 0.00%             | 2024-10-28      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263240.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3326.43      | 0.00%             | 2026-12-16      | Fixed         | 32.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6477 | PA      | $6429.23      | 0.00%             | 2028-11-10      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762745.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15890 | PA      | $15740.04     | 0.01%             | 2027-03-14      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 3132FCA21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101267 | PA      | $103756.08    | 0.04%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $342.97       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615561.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $2615.49      | 0.00%             | 2026-08-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $167.89       | 0.00%             | 2024-03-15      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $623.52       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $200.30       | 0.00%             | 2024-03-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443784.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $-2.35        | -0.00%            | 2025-04-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.54         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1764.66      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $142.24       | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14508032.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39424 | PA      | $12996.03     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016567.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4415.60      | 0.00%             | 2027-04-10      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480050.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1132.35      | 0.00%             | 2025-01-21      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479381.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6842 | PA      | $6804.02      | 0.00%             | 2027-01-21      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1850949.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36135 | PA      | $35228.58     | 0.01%             | 2027-03-21      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991949833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $128.62       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929835.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9715 | PA      | $9581.90      | 0.00%             | 2027-04-11      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6152895.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7609.07      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.52         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1680.14      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061423.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20476 | PA      | $20716.52     | 0.01%             | 2027-04-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $17.97        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $695.80       | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992463214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.75        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991856820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.31        | 0.00%             | 2025-02-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998620.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17287 | PA      | $13556.81     | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11025771.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21306 | PA      | $21618.83     | 0.01%             | 2026-12-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033310.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1820.82      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020964.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21292 | PA      | $17743.33     | 0.01%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018339.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3737.62      | 0.00%             | 2024-11-10      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084678.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $194.55       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789061.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1375.31      | 0.00%             | 2027-03-14      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369742.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $898.85       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $814.55       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.50         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                                | Pre-Paid Legal Services, Inc., First Lien Term Loan                                             | CUSIP: 74006LAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700136 | PA      | $674881.76    | 0.24%             | 2028-12-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786495.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5300 | PA      | $30.64        | 0.00%             | 2027-03-14      | Fixed         | 27.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.14         | 0.00%             | 2027-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931916.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5549 | PA      | $5486.65      | 0.00%             | 2027-04-11      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928773.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5819 | PA      | $5739.55      | 0.00%             | 2027-04-12      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789383.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $310.29       | 0.00%             | 2027-03-14      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790522.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8478 | PA      | $8395.41      | 0.00%             | 2027-03-14      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6192855.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5504 | PA      | $5157.01      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251159.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $210.55       | 0.00%             | 2026-12-17      | Fixed         | 19.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930363.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2007.62      | 0.00%             | 2027-04-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10551426.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18273 | PA      | $18516.03     | 0.01%             | 2025-09-21      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $-7.55        | -0.00%            | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137559.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $8538.06      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $1531.55      | 0.00%             | 2027-02-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP    | Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP                       | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $368235.00    | 0.13%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 143317674.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11656 | PA      | $11363.68     | 0.00%             | 2024-01-27      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31283HF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20865 | PA      | $21053.23     | 0.01%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362463.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $205.04       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933837.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1500 | PA      | $1484.03      | 0.00%             | 2027-04-12      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163822.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $1864.47      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780296.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28287 | PA      | $28087.10     | 0.01%             | 2027-03-14      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031381.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.35        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733495.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13652 | PA      | $13123.59     | 0.00%             | 2027-03-22      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270962.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2981.70      | 0.00%             | 2026-12-17      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112207.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10519 | PA      | $10447.53     | 0.00%             | 2026-11-24      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076110.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.79         | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933788.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9290 | PA      | $5167.99      | 0.00%             | 2027-04-12      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $316.70       | 0.00%             | 2024-04-01      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148478260.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5651 | PA      | $5506.27      | 0.00%             | 2024-03-15      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1706.01      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $940.40       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6166473.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15997 | PA      | $15023.44     | 0.01%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374956.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1775.66      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12139672.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13276 | PA      | $13433.45     | 0.00%             | 2025-03-11      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6031944.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10575 | PA      | $9777.67      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13270610.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7588 | PA      | $7663.20      | 0.00%             | 2024-05-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927974.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $922.67       | 0.00%             | 2027-04-11      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18012 | PA      | $17717.20     | 0.01%             | 2027-03-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.48        | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004196.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3149 | PA      | $2990.87      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12793802.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36598 | PA      | $36804.10     | 0.01%             | 2027-02-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992532351.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $581.42       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657050.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3740.58      | 0.00%             | 2027-02-18      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784317.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $5626.28      | 0.00%             | 2027-03-14      | Fixed         | 6.43%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $46.99        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $641.51       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041733.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.49        | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.34        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078321.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $403.32       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $38.41        | 0.00%             | 2024-04-04      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134451.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14217 | PA      | $12736.03     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6050944.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3934 | PA      | $3810.90      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.12         | 0.00%             | 2027-04-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $411.88       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.82        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                                 | Real Hero Merger Sub 2, Inc.                                                                    | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $686800.00    | 0.24%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473580.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $447.67       | 0.00%             | 2027-06-20      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3668.19      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478241.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17520 | PA      | $17424.60     | 0.01%             | 2027-01-21      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992559870.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1887.92      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782245.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $3443.61      | 0.00%             | 2027-03-14      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017334.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12078 | PA      | $11992.53     | 0.00%             | 2026-11-10      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069996.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.04        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932951.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $764.92       | 0.00%             | 2027-04-12      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $266.84       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.99        | 0.00%             | 2024-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784500.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4779.97      | 0.00%             | 2027-03-14      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164509.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5441 | PA      | $5044.71      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480635.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $4312.81      | 0.00%             | 2027-01-21      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171498369.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2569.16      | 0.00%             | 2023-10-27      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.58         | 0.00%             | 2024-04-19      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| athenahealth Group, Inc.                                                     | athenahealth Group, Inc., Term Loan                                                             | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     90580 | PA      | $82007.25     | 0.03%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1703238.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $3012.52      | 0.00%             | 2027-01-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124964.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5631 | PA      | $5271.49      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990282.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4778.45      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016479.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.12        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891212.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9984 | PA      | $9853.42      | 0.00%             | 2026-10-21      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410913.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.46        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.53        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085405.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $32.82        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474848.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.88        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147180.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8871 | PA      | $8438.49      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781139.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8809 | PA      | $2558.98      | 0.00%             | 2027-03-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780699.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3996 | PA      | $286.89       | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2775855.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44357 | PA      | $43936.58     | 0.02%             | 2027-03-14      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.33         | 0.00%             | 2024-04-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3942 | PA      | $278.23       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14253271.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29598 | PA      | $29948.87     | 0.01%             | 2027-06-16      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992607178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $266.38       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 147562203.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4877 | PA      | $4774.75      | 0.00%             | 2024-02-12      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1053.85      | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 166393444.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1373.41      | 0.00%             | 2023-04-10      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $356.09       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779720.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24205 | PA      | $24082.57     | 0.01%             | 2027-03-14      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135032.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14684 | PA      | $13955.45     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6131558.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15818 | PA      | $13265.43     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780766.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17998 | PA      | $17712.96     | 0.01%             | 2027-03-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653494.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8940 | PA      | $8417.19      | 0.00%             | 2027-02-18      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1711624.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18706 | PA      | $18505.89     | 0.01%             | 2024-09-16      | Fixed         | 7.44%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.03        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784685.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2268 | PA      | $2236.49      | 0.00%             | 2027-03-14      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655423.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13805 | PA      | $13492.72     | 0.00%             | 2024-11-15      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266515.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6232 | PA      | $6185.28      | 0.00%             | 2026-12-16      | Fixed         | 8.10%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $7.72         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781033.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13334 | PA      | $13206.42     | 0.00%             | 2027-03-14      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187609544.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18107 | PA      | $17707.67     | 0.01%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893145.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9186 | PA      | $1427.18      | 0.00%             | 2026-10-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785883.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5919 | PA      | $5861.69      | 0.00%             | 2027-03-14      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270884.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13801 | PA      | $13629.82     | 0.00%             | 2026-12-17      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782641.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $2050.66      | 0.00%             | 2027-08-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1716298.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4544 | PA      | $4391.41      | 0.00%             | 2025-02-16      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779719.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5846 | PA      | $5767.15      | 0.00%             | 2027-03-14      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2482179.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1630.64      | 0.00%             | 2027-01-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6182384.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25724 | PA      | $24218.75     | 0.01%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240381.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.57        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185638468.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7828 | PA      | $7484.58      | 0.00%             | 2025-02-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782831.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31065 | PA      | $30758.88     | 0.01%             | 2025-03-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $5684.98      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.82        | 0.00%             | 2024-04-01      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.33        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $580.80       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664808.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9951 | PA      | $9566.71      | 0.00%             | 2026-11-08      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780226.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6873.47      | 0.00%             | 2027-03-14      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753974.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1563.61      | 0.00%             | 2025-04-07      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187803201.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $970.84       | 0.00%             | 2027-03-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477858.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20851 | PA      | $20709.63     | 0.01%             | 2027-01-21      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932553.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2571.02      | 0.00%             | 2027-04-12      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -476000 | PA      | $-476000.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992477854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $307.85       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986924.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $164.15       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781826.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2135.28      | 0.00%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $118.34       | 0.00%             | 2025-03-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14306826.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22674 | PA      | $23000.06     | 0.01%             | 2026-06-17      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $-12.61       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14312204.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8702 | PA      | $8693.00      | 0.00%             | 2025-06-29      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933681.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $110.00       | 0.00%             | 2027-04-12      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779943.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4264 | PA      | $4182.20      | 0.00%             | 2027-03-14      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $194.31       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13637703.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24663 | PA      | $25019.51     | 0.01%             | 2027-05-21      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933519.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8856 | PA      | $8735.72      | 0.00%             | 2027-04-12      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992562899.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.99         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $6033.28      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187106181.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8982 | PA      | $8814.73      | 0.00%             | 2027-03-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789324.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9264 | PA      | $9219.48      | 0.00%             | 2027-03-14      | Fixed         | 8.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016922.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19743 | PA      | $18750.41     | 0.01%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287252.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $-1.95        | -0.00%            | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $279.15       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451656.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $887.22       | 0.00%             | 2027-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066185.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3514 | PA      | $3384.51      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992438545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.64        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $440.34       | 0.00%             | 2025-04-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429718.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13630932.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14123 | PA      | $14239.65     | 0.00%             | 2027-04-01      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475659.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $139.58       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Lithia Motors, Inc.                                                          | Lithia Motors, Inc.                                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361463.86    | 0.13%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 158856810.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $6468.71      | 0.00%             | 2032-09-23      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051815.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $-2.60        | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653772.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3577.97      | 0.00%             | 2025-02-18      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784369.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $1715.18      | 0.00%             | 2029-03-14      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009425.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5115 | PA      | $4350.15      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992444712.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2673.36      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970332.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.51        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $94.02        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $83.56        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145621023.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5129 | PA      | $5015.17      | 0.00%             | 2024-01-15      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185488281.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6359 | PA      | $6195.67      | 0.00%             | 2027-01-29      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025016.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       510 | PA      | $510.84       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080495.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $265.87       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125414.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $-7.82        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165248.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1208.10      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992324428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $614.76       | 0.00%             | 2025-04-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472063.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $950.82       | 0.00%             | 2027-01-20      | Fixed         | 25.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992453571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.13         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14791 | PA      | $14646.59     | 0.01%             | 2027-04-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $160.52       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933925.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5518 | PA      | $5587.38      | 0.00%             | 2024-04-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188031790.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18353 | PA      | $17871.62     | 0.01%             | 2027-04-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $178.53       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146429.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3263.79      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789341.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $906.84       | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.31        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124160.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7424 | PA      | $6837.00      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992329433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $22.25        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230870.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $138.26       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789915.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $75.44        | 0.00%             | 2025-03-14      | Fixed         | 20.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1698235.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17149 | PA      | $16548.57     | 0.01%             | 2027-01-19      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708139.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21901 | PA      | $20880.10     | 0.01%             | 2027-02-15      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266526.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3712 | PA      | $554.42       | 0.00%             | 2026-12-16      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1649965.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6992 | PA      | $6801.24      | 0.00%             | 2024-11-04      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992483728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $6.00         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $114.94       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185250357.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15001 | PA      | $14617.02     | 0.01%             | 2027-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.04        | 0.00%             | 2025-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $732.18       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016373.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5541 | PA      | $5261.46      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781937.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10742 | PA      | $10642.53     | 0.00%             | 2027-03-14      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6244968.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14054 | PA      | $13042.75     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780653.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9957 | PA      | $9798.08      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991855270.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $-25.84       | -0.00%            | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657544.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16950 | PA      | $16806.42     | 0.01%             | 2027-02-18      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2011916.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2368.17      | 0.00%             | 2026-11-10      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165371.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $951.20       | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14504718.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29589 | PA      | $29992.94     | 0.01%             | 2027-07-02      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012241.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7915 | PA      | $7057.30      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $178.82       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657278.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $294.83       | 0.00%             | 2027-02-18      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752552.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9740 | PA      | $9246.47      | 0.00%             | 2027-04-30      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4234.44      | 0.00%             | 2027-01-21      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992270716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.91        | 0.00%             | 2024-04-02      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372228.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $211.66       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13031523.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36018 | PA      | $36562.04     | 0.01%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057606.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3227.62      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1628383.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7172 | PA      | $6915.92      | 0.00%             | 2026-09-22      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $350.71       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2608.88      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Aveanna Healthcare LLC                                                       | Aveanna Healthcare LLC, First Lien Term Loan                                                    | CUSIP: 05549DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60794 | PA      | $47085.30     | 0.02%             | 2028-07-17      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4833 | PA      | $1415.76      | 0.00%             | 2027-03-14      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11740763.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18500 | PA      | $18638.78     | 0.01%             | 2026-02-04      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11750215.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30815 | PA      | $30789.23     | 0.01%             | 2027-02-05      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658128.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3706.86      | 0.00%             | 2026-11-08      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992060839.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $171.50       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $303.62       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742473.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $3245.96      | 0.00%             | 2025-04-06      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239376.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $257.84       | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2482160.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2174.56      | 0.00%             | 2027-01-21      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188025408.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7394 | PA      | $7229.25      | 0.00%             | 2027-04-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269098.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $714.41       | 0.00%             | 2024-12-17      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112103.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5263 | PA      | $5203.74      | 0.00%             | 2027-04-24      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309341.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1407.02      | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928534.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9988 | PA      | $9853.46      | 0.00%             | 2027-04-11      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410530.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.05        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2926554.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10234 | PA      | $6091.92      | 0.00%             | 2027-04-11      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021583.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $3929.62      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $501.42       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234778.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $165.14       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008357.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.89        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111588.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $147.35       | 0.00%             | 2026-11-24      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6188931.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37718 | PA      | $35300.70     | 0.01%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991916239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $60.79        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137211.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $2847.09      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995981.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70520 | PA      | $63835.60     | 0.02%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $74.98        | 0.00%             | 2025-03-30      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780366.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $3022.53      | 0.00%             | 2027-03-14      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891693.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $1406.95      | 0.00%             | 2026-10-21      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $736.49       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932394.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2056.83      | 0.00%             | 2027-04-12      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.64        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991955791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $13.62        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13318759.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6990 | PA      | $6962.57      | 0.00%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $700.20       | 0.00%             | 2025-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $2.40         | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991850018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $242.17       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404831.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $172.14       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.16         | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.22        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478485.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11044 | PA      | $10978.37     | 0.00%             | 2027-01-21      | Fixed         | 6.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224003.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $860.02       | 0.00%             | 2024-04-06      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136004.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1096.65      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928856.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2534 | PA      | $2506.18      | 0.00%             | 2027-04-11      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657661.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38641 | PA      | $36644.94     | 0.01%             | 2027-07-18      | Fixed         | 21.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11694094.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12263 | PA      | $12458.23     | 0.00%             | 2027-02-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $36.58        | 0.00%             | 2024-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                    | Manitowoc Co., Inc. (The)                                                                       | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941393.10    | 0.33%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                        | Jane Street Group LLC, Term Loan                                                                | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    540348 | PA      | $525361.66    | 0.18%             | 2028-01-26      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $0.95         | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       669 | PA      | $684.76       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734563.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13694 | PA      | $13287.79     | 0.00%             | 2027-03-24      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930159.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1689.37      | 0.00%             | 2027-09-11      | Fixed         | 21.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111612.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4956 | PA      | $4938.98      | 0.00%             | 2024-11-24      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 162024232.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $306.59       | 0.00%             | 2033-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.55        | 0.00%             | 2024-04-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $327.58       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340868.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $161.12       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012176.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6871 | PA      | $6448.44      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $581.57       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.69        | 0.00%             | 2024-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.91        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255401.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9767 | PA      | $9011.42      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787109.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5608 | PA      | $5515.61      | 0.00%             | 2025-03-14      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484832.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $248.33       | 0.00%             | 2025-04-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052681.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3516.47      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381721.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $230.91       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $1020.13      | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783901.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14217 | PA      | $13984.12     | 0.00%             | 2027-03-14      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $329.90       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180859.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5177 | PA      | $4856.29      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $2018.75      | 0.00%             | 2025-04-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016127.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $375.28       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784343.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $4455.12      | 0.00%             | 2027-03-14      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191070.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $110.43       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1239.41      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779919.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48473 | PA      | $3470.08      | 0.00%             | 2027-03-14      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111654.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13291 | PA      | $13253.01     | 0.00%             | 2026-11-24      | Fixed         | 28.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6159614.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52806 | PA      | $50395.92     | 0.02%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054630.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $783.63       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781702.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5480 | PA      | $5428.28      | 0.00%             | 2027-03-14      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217181.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6737 | PA      | $6335.93      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1737947.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19656 | PA      | $2912.55      | 0.00%             | 2027-03-29      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038983.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $5533.04      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932358.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3777 | PA      | $544.48       | 0.00%             | 2027-04-12      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6166448.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2325.42      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14420730.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9162 | PA      | $9255.44      | 0.00%             | 2026-05-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10991025.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11519 | PA      | $11473.68     | 0.00%             | 2026-12-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.30         | 0.00%             | 2024-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1709063.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9996 | PA      | $9529.16      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992583764.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $59.97        | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $223.76       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290354.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $379.24       | 0.00%             | 2024-04-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Grifols Worldwide Operations Ltd.                                            | Grifols Worldwide Operations Ltd., Term Loan B                                                  | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $484585.00    | 0.17%             | 2027-11-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022569.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $3813.19      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790537.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22320 | PA      | $22110.04     | 0.01%             | 2027-03-14      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145501891.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10676 | PA      | $10446.61     | 0.00%             | 2023-12-28      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $343.06       | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930052.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17646 | PA      | $17561.01     | 0.01%             | 2027-04-11      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        72 | PA      | $76.11        | 0.00%             | 2030-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063913.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $405.69       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999636.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.19        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165865.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2092.85      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013143.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1882.75      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741657.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9286 | PA      | $8930.40      | 0.00%             | 2027-03-24      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187832290.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9561 | PA      | $9178.89      | 0.00%             | 2027-04-01      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784909.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3865.54      | 0.00%             | 2027-03-14      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157001583.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $3946.37      | 0.00%             | 2024-08-20      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6208687.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48661 | PA      | $45017.93     | 0.02%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741012.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6656 | PA      | $1030.19      | 0.00%             | 2027-03-23      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1712934.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7078 | PA      | $7043.44      | 0.00%             | 2026-09-16      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6257120.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $773.85       | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786256.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7666 | PA      | $7565.11      | 0.00%             | 2027-03-14      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1717210.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3646.53      | 0.00%             | 2025-02-18      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754337.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3669 | PA      | $3510.90      | 0.00%             | 2025-04-07      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $119.62       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6223749.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $3268.79      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786356.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $11537.83     | 0.00%             | 2027-03-14      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $639.05       | 0.00%             | 2025-04-19      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474731.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3167.86      | 0.00%             | 2025-01-20      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6030215.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9575 | PA      | $9091.85      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788768.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18408 | PA      | $18237.96     | 0.01%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $175.52       | 0.00%             | 2025-04-04      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784325.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1154.92      | 0.00%             | 2027-03-14      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11605986.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15688 | PA      | $15873.13     | 0.01%             | 2025-04-10      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $413.39       | 0.00%             | 2025-03-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $35.22        | 0.00%             | 2025-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372271.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19856 | PA      | $19624.00     | 0.01%             | 2025-05-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214294.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2836.88      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269156.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1379.91      | 0.00%             | 2024-12-17      | Fixed         | 9.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894225.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22135 | PA      | $21912.26     | 0.01%             | 2024-10-21      | Fixed         | 6.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.18        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185592300.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17068 | PA      | $16617.29     | 0.01%             | 2025-02-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037870.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6521 | PA      | $6233.31      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033409.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $7.81         | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481459.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18405 | PA      | $18319.89     | 0.01%             | 2029-01-21      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109781.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $530.38       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890791.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3322.28      | 0.00%             | 2024-10-21      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992330165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $201.55       | 0.00%             | 2024-04-17      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618173.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4190.69      | 0.00%             | 2024-08-19      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992270543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $166.00       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992557990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.78       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.80       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052838.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.84        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785249.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $5562.25      | 0.00%             | 2025-03-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787644.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20068 | PA      | $19807.06     | 0.01%             | 2027-03-14      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933699.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8591 | PA      | $8501.65      | 0.00%             | 2025-04-12      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385553.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $145.65       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110571.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $3347.89      | 0.00%             | 2024-11-24      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992501748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $7.98         | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998317.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1198.03      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784278.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $1181.62      | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14413971.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44755 | PA      | $45515.52     | 0.02%             | 2027-06-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020869.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5504.62      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927975.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $140.51       | 0.00%             | 2027-04-11      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $69.60        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674971.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37553 | PA      | $37889.93     | 0.01%             | 2025-04-01      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992313618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $184.36       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180636.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7696 | PA      | $7087.64      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $-2.21        | -0.00%            | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $5.59         | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202BWH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1466 | PA      | $1464.87      | 0.00%             | 2024-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $721.27       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $81.51        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693036.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18134 | PA      | $17478.64     | 0.01%             | 2025-01-11      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.75        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13423076.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $8890.03      | 0.00%             | 2027-05-13      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1156.08      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $325.98       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12814994.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $8996.89      | 0.00%             | 2027-03-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395985.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $695.76       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991886867.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $340.22       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $703.39       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.57        | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $890.00       | 0.00%             | 2025-04-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11813343.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43113 | PA      | $43765.08     | 0.02%             | 2027-02-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262515.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39260 | PA      | $38970.55     | 0.01%             | 2026-12-16      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124776.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $146.07       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655918.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $1030.32      | 0.00%             | 2027-07-18      | Fixed         | 26.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783772.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8013 | PA      | $7903.93      | 0.00%             | 2025-03-14      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6155849.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1788.23      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13301831.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41676 | PA      | $41912.20     | 0.01%             | 2027-05-08      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018288.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14075 | PA      | $13938.74     | 0.00%             | 2027-04-10      | Fixed         | 10.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928687.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12312 | PA      | $12181.04     | 0.00%             | 2025-04-11      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13483974.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11037 | PA      | $3996.25      | 0.00%             | 2025-05-22      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722493.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11590 | PA      | $11464.67     | 0.00%             | 2026-09-16      | Fixed         | 18.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654029.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1826.15      | 0.00%             | 2027-02-18      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788311.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $5615.35      | 0.00%             | 2025-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011417.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4677 | PA      | $4474.68      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476623.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $471.01       | 0.00%             | 2027-01-21      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $137.47       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474231.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8968 | PA      | $8923.09      | 0.00%             | 2029-01-20      | Fixed         | 18.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127216.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11435 | PA      | $10870.18     | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $49.21        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14253378.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8494 | PA      | $8532.72      | 0.00%             | 2025-06-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065376.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.31         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381989.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $424.81       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.81        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226480.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.59         | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744037.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13426 | PA      | $13003.68     | 0.00%             | 2027-04-07      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13018059.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10585 | PA      | $10674.99     | 0.00%             | 2027-03-01      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780258.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45929 | PA      | $45475.13     | 0.02%             | 2027-03-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp., Term Loan B                                                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1440864 | PA      | $1409647.44   | 0.49%             | 2028-02-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261890.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12629 | PA      | $12507.47     | 0.00%             | 2026-12-16      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079044.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $2159.16      | 0.00%             | 2025-03-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $422.83       | 0.00%             | 2024-03-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779388.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34752 | PA      | $35236.56     | 0.01%             | 2027-03-29      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217989.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $2345.30      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933688.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20585 | PA      | $20660.34     | 0.01%             | 2027-04-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $10.64        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742143.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9350 | PA      | $8970.14      | 0.00%             | 2027-03-25      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $144.03       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787162.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3133.40      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782277.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3418.58      | 0.00%             | 2027-08-14      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991290.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.81        | 0.00%             | 2025-03-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219600.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $18.93        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089163.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $858.02       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                            | LCPR Senior Secured Financing DAC                                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $421794.00    | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786475.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $50.30        | 0.00%             | 2027-03-14      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.11        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004498.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17916 | PA      | $16784.32     | 0.01%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13667445.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5178 | PA      | $3251.40      | 0.00%             | 2027-05-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782841.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11849 | PA      | $11651.56     | 0.00%             | 2025-03-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991927049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.28        | 0.00%             | 2025-02-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403030.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $207.86       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992325509.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $310.60       | 0.00%             | 2024-04-18      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980473.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $1.84         | 0.00%             | 2027-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628557.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16965 | PA      | $17106.89     | 0.01%             | 2026-05-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Summit Materials LLC / Summit Materials Finance Corp.                        | Summit Materials LLC / Summit Materials Finance Corp.                                           | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $746240.00    | 0.26%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $267.38       | 0.00%             | 2024-03-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930464.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11047 | PA      | $10862.04     | 0.00%             | 2027-04-11      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $249.38       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784821.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9448 | PA      | $9320.59      | 0.00%             | 2025-03-14      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $169.97       | 0.00%             | 2025-04-18      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $151.73       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14249283.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $12216.85     | 0.00%             | 2027-06-15      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714495.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22266 | PA      | $21173.61     | 0.01%             | 2027-02-15      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785593.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7780 | PA      | $7705.72      | 0.00%             | 2027-03-14      | Fixed         | 28.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6034584.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13330 | PA      | $12569.62     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343737.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $173.38       | 0.00%             | 2025-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $698.87       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $45.77        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1182.54      | 0.00%             | 2027-04-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2438024.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1870.24      | 0.00%             | 2027-01-21      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784654.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $43.34        | 0.00%             | 2027-03-14      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13605261.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29675 | PA      | $29988.75     | 0.01%             | 2026-05-21      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269665.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13958 | PA      | $13791.20     | 0.00%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478227.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9186 | PA      | $9136.57      | 0.00%             | 2027-01-21      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262376.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1771.48      | 0.00%             | 2026-12-16      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2550.51      | 0.00%             | 2027-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271092.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $779.17       | 0.00%             | 2026-12-17      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753416.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11503 | PA      | $10961.18     | 0.00%             | 2027-04-06      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787024.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45187 | PA      | $44452.29     | 0.02%             | 2027-03-14      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14560123.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9778 | PA      | $1920.28      | 0.00%             | 2027-07-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931971.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2762 | PA      | $2714.05      | 0.00%             | 2025-04-12      | Fixed         | 25.79%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31416CJQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32722 | PA      | $33374.07     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $30.30        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112020.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2538.00      | 0.00%             | 2026-11-24      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| 1375209 BC Ltd.                                                              | 1375209 BC Ltd.                                                                                 | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    327000 | PA      | $320051.25    | 0.11%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133208.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5829 | PA      | $5556.18      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739659.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2450.70      | 0.00%             | 2025-03-25      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933573.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $1250.89      | 0.00%             | 2027-04-12      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12770843.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35295 | PA      | $35265.56     | 0.01%             | 2027-02-17      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404382.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $276.21       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016403.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $2664.93      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100390.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $130.67       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                                      | PECF USS Intermediate Holding III Corp., Term Loan                                              | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375352 | PA      | $314383.17    | 0.11%             | 2028-12-15      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $252.98       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.74        | 0.00%             | 2025-04-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12762134.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43763 | PA      | $43663.55     | 0.02%             | 2026-04-09      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186109333.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3774.47      | 0.00%             | 2025-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931104.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1972.15      | 0.00%             | 2025-04-11      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2926454.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2918.14      | 0.00%             | 2027-04-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762731.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5862 | PA      | $5808.55      | 0.00%             | 2027-03-14      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12770485.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14620 | PA      | $14490.12     | 0.01%             | 2027-04-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964351.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $838.28       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933474.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3451 | PA      | $3413.07      | 0.00%             | 2027-04-12      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156606.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $0.70         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $896.61       | 0.00%             | 2025-04-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266772.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6817 | PA      | $6733.05      | 0.00%             | 2026-12-16      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022765.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15675 | PA      | $13149.77     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081607.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1199.02      | 0.00%             | 2025-03-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991851729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.06       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025458.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $5405.11      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $637.31       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2954.31      | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992575704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.65       | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11811501.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23426 | PA      | $13906.38     | 0.00%             | 2025-02-12      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $29.28        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992630061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.26        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992445955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $398.36       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478675.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17254 | PA      | $17147.47     | 0.01%             | 2027-01-21      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1462.48      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935717.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $197.90       | 0.00%             | 2027-04-12      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079967.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.68        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992130218.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $98.32        | 0.00%             | 2024-03-09      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13251661.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24452 | PA      | $24488.30     | 0.01%             | 2027-03-29      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134564.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4246 | PA      | $4047.06      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.87        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150867060.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6574 | PA      | $6420.70      | 0.00%             | 2024-04-29      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $91.05        | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193734.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1080.57      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992627762.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.70        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262520.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4452.47      | 0.00%             | 2026-12-16      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $367.58       | 0.00%             | 2025-03-30      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785518.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14840 | PA      | $14598.72     | 0.01%             | 2027-03-14      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306408.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $293.67       | 0.00%             | 2025-04-16      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992136112.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $350.20       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992581324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1147.48      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $118.84       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $510.19       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187506074.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31851 | PA      | $30418.90     | 0.01%             | 2025-03-25      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086883.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.22         | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $234.39       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749442.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20383 | PA      | $19491.72     | 0.01%             | 2025-04-05      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370756.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $501.65       | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Presidio Holdings, Inc.                                                      | Presidio Holdings, Inc.                                                                         | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $371464.00    | 0.13%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931119.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $3349.32      | 0.00%             | 2027-04-11      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471876.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $1537.34      | 0.00%             | 2027-01-20      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721462.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6537 | PA      | $6464.59      | 0.00%             | 2024-09-16      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892016.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $210.92       | 0.00%             | 2026-10-21      | Fixed         | 29.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992585426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $219.89       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472488.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4273 | PA      | $4235.47      | 0.00%             | 2027-01-20      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779888.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9770 | PA      | $9672.53      | 0.00%             | 2027-03-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992620616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $21.13        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6044719.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $4051.09      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111392.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5708 | PA      | $403.63       | 0.00%             | 2026-11-24      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934323.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3615 | PA      | $3580.48      | 0.00%             | 2027-04-12      | Fixed         | 14.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334881.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.08         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480444.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1768.43      | 0.00%             | 2027-01-21      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743645.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2442 | PA      | $2360.12      | 0.00%             | 2025-03-23      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12848627.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9688.46      | 0.00%             | 2027-04-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477602.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3583 | PA      | $3536.29      | 0.00%             | 2027-01-21      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780321.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5845 | PA      | $5789.34      | 0.00%             | 2027-08-14      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006875.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1698 | PA      | $1625.25      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cobham Ultra Senior Co. SARL                                                 | Cobham Ultra Senior Co. SARL, Term Loan                                                         | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    334732 | PA      | $326083.75    | 0.11%             | 2029-08-03      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016589.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $680.92       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                              | Great Lakes Dredge & Dock Corp.                                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389350.00    | 0.14%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $560.76       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $97.18        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.18       | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656375.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $2043.59      | 0.00%             | 2024-10-28      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992556319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.57       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780837.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9084 | PA      | $8939.48      | 0.00%             | 2027-03-14      | Fixed         | 22.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12932780.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11122 | PA      | $11253.58     | 0.00%             | 2025-04-30      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895185.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3329 | PA      | $3302.49      | 0.00%             | 2024-10-21      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.99         | 0.00%             | 2025-03-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.49        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191058.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $3796.64      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928834.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2756.76      | 0.00%             | 2027-04-11      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785736.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12627 | PA      | $1882.40      | 0.00%             | 2027-03-14      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.90         | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207794.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2244 | PA      | $2095.04      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781885.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16630 | PA      | $16546.52     | 0.01%             | 2027-03-14      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $249.16       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151465885.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8983 | PA      | $8698.80      | 0.00%             | 2024-05-09      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967839.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.52        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                   | Cornerstone OnDemand, Inc., First Lien Term Loan                                                | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    698337 | PA      | $626757.76    | 0.22%             | 2028-10-16      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618068.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16482 | PA      | $13624.47     | 0.00%             | 2026-08-19      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.33       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $851.91       | 0.00%             | 2025-03-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.15        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $176.94       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261223.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $82.21        | 0.00%             | 2024-12-16      | Fixed         | 28.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992547668.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.52        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $221.87       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Kestrel Bidco, Inc.                                                          | Kestrel Bidco, Inc., Term Loan                                                                  | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1333515 | PA      | $1223293.55   | 0.43%             | 2026-12-11      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $-0.89        | -0.00%            | 2025-04-01      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475028.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4333 | PA      | $4296.98      | 0.00%             | 2027-01-20      | Fixed         | 14.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12236101.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11804 | PA      | $11621.62     | 0.00%             | 2025-03-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $824.36       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427668.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.99       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $138.04       | 0.00%             | 2025-03-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219227.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $398.94       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13442368.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14778 | PA      | $14921.22     | 0.01%             | 2027-03-16      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $243.89       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13663645.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26234 | PA      | $14665.21     | 0.01%             | 2027-05-15      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12886960.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8123 | PA      | $8161.73      | 0.00%             | 2026-04-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992616538.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.01        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786023.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6357 | PA      | $6292.67      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992584017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $169.05       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.28        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 20 Year                                                                                   | CUSIP: 31371LPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       323 | PA      | $321.24       | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066240.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16057 | PA      | $15370.95     | 0.01%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033875.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $307.28       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2761176.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5395 | PA      | $5325.22      | 0.00%             | 2027-03-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14477454.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8875 | PA      | $8991.79      | 0.00%             | 2025-06-24      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $630.56       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1764.10      | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992477452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $644.85       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.49        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091887.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.29         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $-99.81       | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472820.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2676.81      | 0.00%             | 2027-01-20      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.10       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $424.67       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $238.67       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $149.63       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786761.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2188.81      | 0.00%             | 2027-08-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395262.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $630.07       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742667.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1550.16      | 0.00%             | 2025-03-22      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064831.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $645.07       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $124.06       | 0.00%             | 2025-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4213.51      | 0.00%             | 2027-03-14      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.21         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931777.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $-10.86       | -0.00%            | 2027-04-11      | Fixed         | 32.27%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751911.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1582.81      | 0.00%             | 2025-04-21      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6155811.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4385.70      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992145666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.11        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933032.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17400 | PA      | $17233.82     | 0.01%             | 2027-04-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -363750 | PA      | $-363750.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $48.96        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172915.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $647.13       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $19.35        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675383.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20438 | PA      | $20726.07     | 0.01%             | 2026-04-10      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $620.04       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931493.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $4050.67      | 0.00%             | 2027-04-11      | Fixed         | 27.02%                | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                   | ADMI Corp., Term Loan                                                                           | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    767408 | PA      | $698149.17    | 0.24%             | 2027-12-23      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781008.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6658 | PA      | $6597.35      | 0.00%             | 2027-03-14      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $198.96       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655008.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3196 | PA      | $3155.96      | 0.00%             | 2025-02-18      | Fixed         | 28.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $149.81       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1704396.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $231.96       | 0.00%             | 2025-01-19      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298380.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.89        | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308718.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $30.93        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $68.61        | 0.00%             | 2024-04-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992150315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.09        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186058311.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35361 | PA      | $32698.05     | 0.01%             | 2027-02-15      | Fixed         | 15.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165752.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $2387.82      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992628773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.32        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.03       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Atlas Purchaser, Inc.                                                        | Atlas Purchaser, Inc., First Lien Term Loan                                                     | CUSIP: 04939JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    626818 | PA      | $443865.62    | 0.16%             | 2028-05-08      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024685.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $634.39       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $149.40       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $344.00       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $859.46       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $5338.93      | 0.00%             | 2027-03-14      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376824.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.47        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2177600.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1956.75      | 0.00%             | 2026-12-16      | Fixed         | 28.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001193.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.25         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $489.84       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996801.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3822 | PA      | $3631.67      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1889197 | PA      | $-1889197.08  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992478438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $138.59       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210029.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $4688.97      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1665390.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20649 | PA      | $19850.75     | 0.01%             | 2026-11-08      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476447.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8245 | PA      | $8186.33      | 0.00%             | 2027-01-21      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995696.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $3196.44      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788260.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3841 | PA      | $3805.38      | 0.00%             | 2027-03-14      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138YVHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294726 | PA      | $275354.30    | 0.10%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351103.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $96.89        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.09         | 0.00%             | 2025-03-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1938112 | PA      | $1853411.60   | 0.65%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058717.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2179.86      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $583.57       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933186.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14166 | PA      | $13973.75     | 0.00%             | 2027-04-12      | Fixed         | 18.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.24        | 0.00%             | 2024-04-17      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| eResearchTechnology, Inc.                                                    | eResearchTechnology, Inc., First Lien Term Loan                                                 | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |    954330 | PA      | $844878.19    | 0.30%             | 2027-02-04      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779841.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $7816.61      | 0.00%             | 2025-03-14      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1623083.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9141 | PA      | $8837.85      | 0.00%             | 2026-09-20      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788838.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3108 | PA      | $786.59       | 0.00%             | 2027-08-14      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.31        | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660968.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9134 | PA      | $8774.55      | 0.00%             | 2026-11-05      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $216.09       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991849042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $188.44       | 0.00%             | 2025-02-23      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992518134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.38        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1709051.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13654 | PA      | $13081.29     | 0.00%             | 2027-02-15      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474988.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10529 | PA      | $10444.17     | 0.00%             | 2025-01-21      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14391702.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19712 | PA      | $4532.93      | 0.00%             | 2027-06-28      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992465159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.56        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $7.88         | 0.00%             | 2024-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187782892.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5472 | PA      | $5253.35      | 0.00%             | 2025-04-01      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.66        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.34        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058890.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $25.26        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $593.95       | 0.00%             | 2024-02-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6122878.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15305 | PA      | $14284.40     | 0.01%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $485.09       | 0.00%             | 2025-03-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992508696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.55        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.46        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.36        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133120.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7709 | PA      | $7268.07      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $133.42       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265353.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12287 | PA      | $12205.05     | 0.00%             | 2026-12-16      | Fixed         | 29.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782057.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10059 | PA      | $9961.14      | 0.00%             | 2027-03-14      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754340.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8114 | PA      | $7765.70      | 0.00%             | 2025-04-07      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015810.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $158.44       | 0.00%             | 2024-11-10      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750252.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1588.66      | 0.00%             | 2025-04-06      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.79        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783211.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26749 | PA      | $26496.68     | 0.01%             | 2027-03-14      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790163.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2954.62      | 0.00%             | 2027-03-14      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110767.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16460 | PA      | $16274.68     | 0.01%             | 2026-11-24      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $-38.67       | -0.00%            | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13678041.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6190 | PA      | $6212.26      | 0.00%             | 2025-05-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782280.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12150 | PA      | $12039.21     | 0.00%             | 2027-03-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185662157.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15924 | PA      | $15599.01     | 0.01%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933987.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26126 | PA      | $1867.86      | 0.00%             | 2027-04-12      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185846086.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21578 | PA      | $20955.52     | 0.01%             | 2027-02-11      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782941.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $2728.47      | 0.00%             | 2027-03-14      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005257.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6039 | PA      | $5425.38      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741252.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8156 | PA      | $7887.28      | 0.00%             | 2025-03-24      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112318.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1159.25      | 0.00%             | 2024-11-24      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784446.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4109 | PA      | $3863.32      | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $14.09        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931062.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4981 | PA      | $4907.60      | 0.00%             | 2025-04-11      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $-25.31       | -0.00%            | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784384.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $2099.68      | 0.00%             | 2027-08-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074328.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $472.92       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134817.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2529.99      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1609009.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8852 | PA      | $8460.70      | 0.00%             | 2026-08-16      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656376.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16049 | PA      | $15963.80     | 0.01%             | 2027-02-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928696.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $4055.32      | 0.00%             | 2027-04-11      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $344.76       | 0.00%             | 2024-03-23      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                        | AssuredPartners, Inc., Term Loan                                                                | CUSIP: 04621HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    403203 | PA      | $392518.26    | 0.14%             | 2027-02-12      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256249.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $784.12       | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029662.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1576.49      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.10        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476598.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8807 | PA      | $8283.09      | 0.00%             | 2027-01-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934428.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30671 | PA      | $30364.50     | 0.01%             | 2027-04-12      | Fixed         | 34.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165668.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $5864.13      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108469.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $337.35       | 0.00%             | 2025-03-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787821.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3517.16      | 0.00%             | 2027-03-14      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029279.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1861.25      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.94         | 0.00%             | 2028-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $24.10        | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $61.87        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024792.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2890 | PA      | $2704.19      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $124.46       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784868.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3940.28      | 0.00%             | 2025-03-14      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $934.41       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653951.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5115 | PA      | $5066.26      | 0.00%             | 2025-02-18      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151088676.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6548.01      | 0.00%             | 2024-05-01      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                       | Playtika Holding Corp., Term Loan B-1                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    397980 | PA      | $380816.92    | 0.13%             | 2028-03-13      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992595859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $143.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12412882.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29005 | PA      | $28939.66     | 0.01%             | 2027-05-12      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984392.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $261.55       | 0.00%             | 2025-03-12      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319824.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.13        | 0.00%             | 2024-04-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $239.33       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK Elevator Midco GmbH, Term Loan B1                                                            | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    706271 | PA      | $681389.00    | 0.24%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $666.90       | 0.00%             | 2025-03-07      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $161.87       | 0.00%             | 2025-03-15      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352252.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $103.42       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11018721.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12609 | PA      | $12334.10     | 0.00%             | 2024-12-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475312.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $25.33        | 0.00%             | 2027-01-20      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072402.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $28.01        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787532.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1021.83      | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165231.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2244 | PA      | $2079.65      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10569042.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12991 | PA      | $12932.21     | 0.00%             | 2026-11-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615746.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9814 | PA      | $0.00         | 0.00%             | 2026-08-27      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $518.85       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Mitchell International, Inc.                                                 | Mitchell International, Inc., First Lien Term Loan                                              | CUSIP: 60662WAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    683329 | PA      | $631727.20    | 0.22%             | 2028-10-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733480.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13732 | PA      | $13197.75     | 0.00%             | 2027-03-22      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473799.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21248 | PA      | $21104.06     | 0.01%             | 2027-06-20      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789273.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $3075.30      | 0.00%             | 2027-03-14      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425148.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $320.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046325.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.16       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $4.45         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935025.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4986 | PA      | $4938.89      | 0.00%             | 2027-04-12      | Fixed         | 15.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $137.20       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Boyne USA, Inc.                                                              | Boyne USA, Inc.                                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $265895.79    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472311.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.87        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066156.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1060.11      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $145.09       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931442.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3946.02      | 0.00%             | 2027-04-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $141.70       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480634.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8063 | PA      | $7981.31      | 0.00%             | 2025-06-21      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2324.27      | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187818380.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6500 | PA      | $6296.11      | 0.00%             | 2027-04-01      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016520.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1521.86      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210832.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $1083.35      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477799.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27900 | PA      | $4269.55      | 0.00%             | 2027-01-21      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782068.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20710 | PA      | $20507.61     | 0.01%             | 2027-03-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.96        | 0.00%             | 2025-03-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932213.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7599 | PA      | $7471.04      | 0.00%             | 2027-04-11      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932028.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11394 | PA      | $11272.58     | 0.00%             | 2027-04-11      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045842.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28264 | PA      | $26099.87     | 0.01%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $173.45       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652797.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1550.32      | 0.00%             | 2027-02-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786745.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11535 | PA      | $11420.71     | 0.00%             | 2025-03-14      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783523.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $4783.69      | 0.00%             | 2027-03-14      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326041.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $330.72       | 0.00%             | 2025-04-16      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456204.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.12       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $61.08        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $257.70       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1449.80      | 0.00%             | 2025-04-18      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176357.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $3535.68      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783671.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9951 | PA      | $9820.83      | 0.00%             | 2027-08-14      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc., First Lien Term Loan                                            | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    339823 | PA      | $330797.65    | 0.12%             | 2029-01-31      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2776854.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22338 | PA      | $22128.85     | 0.01%             | 2027-03-14      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $373.51       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630435.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13766 | PA      | $13341.58     | 0.00%             | 2024-09-27      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $108.11       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934017.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1652.04      | 0.00%             | 2027-04-12      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.84        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $321.47       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $-0.09        | -0.00%            | 2024-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13008146.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13398 | PA      | $13376.19     | 0.00%             | 2027-04-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117256.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $3.91         | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                     | Bausch Health Cos., Inc.                                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    581000 | PA      | $455994.72    | 0.16%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782223.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6855 | PA      | $6745.21      | 0.00%             | 2027-03-14      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12249171.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15975 | PA      | $16231.66     | 0.01%             | 2027-03-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185416.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6164 | PA      | $5752.42      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $399.90       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745642.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8988 | PA      | $8707.46      | 0.00%             | 2027-04-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1079.82      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289073.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $176.83       | 0.00%             | 2025-04-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734848.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15727 | PA      | $15253.41     | 0.01%             | 2025-03-24      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $266.20       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $971.53       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743137.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17901 | PA      | $17334.27     | 0.01%             | 2027-04-06      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12911189.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15231 | PA      | $15231.09     | 0.01%             | 2027-04-24      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $517.26       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147453.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $5785.60      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135811.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7169 | PA      | $6380.88      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789463.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8000 | PA      | $7921.31      | 0.00%             | 2027-03-14      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187587561.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20057 | PA      | $19447.99     | 0.01%             | 2027-04-03      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $635.27       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10991532.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7465 | PA      | $7539.34      | 0.00%             | 2024-12-10      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781880.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18519 | PA      | $18338.40     | 0.01%             | 2027-03-14      | Fixed         | 10.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11746987.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17770 | PA      | $17788.94     | 0.01%             | 2026-02-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786831.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $2534.69      | 0.00%             | 2027-03-14      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259046.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $2904.74      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111445.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6722 | PA      | $470.24       | 0.00%             | 2026-11-24      | Fixed         | 28.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782167.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29069 | PA      | $28797.53     | 0.01%             | 2027-03-14      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $518.27       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.85        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360936.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $172.45       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784786.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27772 | PA      | $27496.53     | 0.01%             | 2027-08-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228429.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18575 | PA      | $17464.75     | 0.01%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.33       | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061057.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15020 | PA      | $15192.34     | 0.01%             | 2027-03-16      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016507.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1363.71      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655801.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $4716.49      | 0.00%             | 2027-02-18      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $230.85       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.76        | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992038154.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1292.85      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366391.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $149.34       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, Second Lien Term Loan B-3                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     32665 | PA      | $25668.77     | 0.01%             | 2028-01-31      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057764.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14148 | PA      | $13212.72     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.05        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $62.41        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2260922.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6089 | PA      | $6050.89      | 0.00%             | 2026-12-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788261.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1158.26      | 0.00%             | 2027-03-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790205.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1519.29      | 0.00%             | 2027-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266148.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4219.48      | 0.00%             | 2026-12-16      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2650 | PA      | $587.20       | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.86         | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657493.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22161 | PA      | $21904.38     | 0.01%             | 2027-02-18      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252413.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28211 | PA      | $26422.90     | 0.01%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931326.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11029 | PA      | $10974.56     | 0.00%             | 2027-04-11      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785203.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4465 | PA      | $4406.07      | 0.00%             | 2025-03-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006640.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $809.65       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655993.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1164.19      | 0.00%             | 2027-02-18      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189996.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2593.07      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781320.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26734 | PA      | $26476.33     | 0.01%             | 2027-03-14      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187660671.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4493.82      | 0.00%             | 2027-03-31      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672649.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10677 | PA      | $10245.25     | 0.00%             | 2024-12-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991943900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $155.24       | 0.00%             | 2025-03-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928097.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6309 | PA      | $449.15       | 0.00%             | 2027-04-11      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.25        | 0.00%             | 2024-04-04      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035063.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $400.52       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.55        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $174.09       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23629 | PA      | $23340.51     | 0.01%             | 2027-08-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $5.70         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT              | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117128 | PA      | $111311.23    | 0.04%             | 2045-01-15      | Variable      | 16.25%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $268.45       | 0.00%             | 2025-02-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256259.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3233 | PA      | $2989.55      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740175.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5295 | PA      | $5135.68      | 0.00%             | 2027-03-22      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $-18.44       | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267853.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2287.67      | 0.00%             | 2026-12-17      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784959.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9769 | PA      | $9671.11      | 0.00%             | 2027-03-14      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.35        | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.01        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657294.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19162 | PA      | $19003.44     | 0.01%             | 2027-02-18      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782955.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14194 | PA      | $14057.50     | 0.00%             | 2027-03-14      | Fixed         | 12.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343059.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $16.20        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2366.86      | 0.00%             | 2025-03-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477347.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1435.13      | 0.00%             | 2027-01-21      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688222.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $6336.00      | 0.00%             | 2025-01-12      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $2.56         | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374735.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $2.75         | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789146.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3578.29      | 0.00%             | 2027-03-14      | Fixed         | 27.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065606.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $3.07         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2190467.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4671 | PA      | $4628.72      | 0.00%             | 2026-12-16      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720842.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8601 | PA      | $8301.84      | 0.00%             | 2027-02-15      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $363.25       | 0.00%             | 2025-03-19      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741357.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $5987.51      | 0.00%             | 2027-03-24      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1629604.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7236 | PA      | $6980.41      | 0.00%             | 2026-09-24      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785903.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7988 | PA      | $7909.65      | 0.00%             | 2027-03-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933315.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5430 | PA      | $5357.15      | 0.00%             | 2027-04-12      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31296QKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24910 | PA      | $25817.45     | 0.01%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743650.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7688 | PA      | $7340.20      | 0.00%             | 2027-04-06      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057477.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2827.59      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722651.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $2512.64      | 0.00%             | 2026-09-16      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787316.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15922 | PA      | $15770.98     | 0.01%             | 2027-03-14      | Fixed         | 23.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673948.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17259 | PA      | $16495.13     | 0.01%             | 2026-12-16      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018013.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35844 | PA      | $35540.94     | 0.01%             | 2026-11-10      | Fixed         | 28.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4912 | PA      | $4661.35      | 0.00%             | 2026-12-16      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016288.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7873 | PA      | $7818.85      | 0.00%             | 2026-11-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893137.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $3549.59      | 0.00%             | 2024-10-21      | Fixed         | 29.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.57        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249924.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.50         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400346.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $12.08        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $125.76       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931244.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $2004.62      | 0.00%             | 2027-04-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987090.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $319.00       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $610.69       | 0.00%             | 2024-04-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187765035.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22193 | PA      | $21511.69     | 0.01%             | 2027-04-04      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11609592.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34069 | PA      | $34489.30     | 0.01%             | 2026-12-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13385202.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2918.99      | 0.00%             | 2026-03-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992268242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $236.30       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992636040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $336.44       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991918949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $525.21       | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404537.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $67.92        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $189.18       | 0.00%             | 2025-03-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021038.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8364 | PA      | $7945.52      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743234.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7094 | PA      | $3790.71      | 0.00%             | 2027-03-31      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $166.77       | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062232.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.96        | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.75         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.87         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931576.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13851 | PA      | $13693.27     | 0.00%             | 2027-04-11      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14959 | PA      | $14813.76     | 0.01%             | 2027-03-14      | Fixed         | 27.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789740.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13644 | PA      | $13465.70     | 0.00%             | 2027-03-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786639.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29870 | PA      | $28061.56     | 0.01%             | 2027-03-14      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242376.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29891 | PA      | $27729.38     | 0.01%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991898580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.05        | 0.00%             | 2025-02-24      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $-13.97       | -0.00%            | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927920.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13740 | PA      | $13509.14     | 0.00%             | 2027-04-11      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1015500 | PA      | $-1015500.15  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788870.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $5463.61      | 0.00%             | 2027-03-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12216140.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42830 | PA      | $43430.99     | 0.02%             | 2027-01-25      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666392.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4967 | PA      | $4775.99      | 0.00%             | 2026-11-09      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474338.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4210.29      | 0.00%             | 2025-01-20      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185502282.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2568 | PA      | $2528.92      | 0.00%             | 2025-01-28      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785356.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $252.15       | 0.00%             | 2027-03-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14227668.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11265 | PA      | $11106.69     | 0.00%             | 2025-07-08      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992258283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $86.03        | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $837.18       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250466.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3246 | PA      | $3022.46      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786022.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $790.60       | 0.00%             | 2027-03-14      | Fixed         | 29.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124899.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $162.15       | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $134.22       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $802.53       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6171528.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1673.34      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Phoenix Newco, Inc.                                                          | Phoenix Newco, Inc., First Lien Term Loan                                                       | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    256774 | PA      | $247859.00    | 0.09%             | 2028-11-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183565.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.77        | 0.00%             | 2025-03-27      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $170.34       | 0.00%             | 2025-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932461.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6452 | PA      | $945.43       | 0.00%             | 2027-04-12      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-09096529.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26792 | PA      | $27165.80     | 0.01%             | 2027-04-12      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653836.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $2770.26      | 0.00%             | 2027-02-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 156354990.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9132 | PA      | $8825.42      | 0.00%             | 2024-08-28      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179511.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6437 | PA      | $6487.72      | 0.00%             | 2025-06-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781434.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36812 | PA      | $36232.58     | 0.01%             | 2027-03-14      | Fixed         | 26.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783441.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6064 | PA      | $6004.19      | 0.00%             | 2027-03-14      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894936.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $4956.43      | 0.00%             | 2026-10-21      | Fixed         | 16.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199899.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $543.48       | 0.00%             | 2024-04-03      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060525.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16047 | PA      | $15949.48     | 0.01%             | 2027-05-01      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $405.04       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $688.91       | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733834.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9998 | PA      | $8216.42      | 0.00%             | 2027-03-23      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216693.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11009 | PA      | $10271.70     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $173.85       | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016119.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2257.30      | 0.00%             | 2024-11-10      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352431.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1628.71      | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991916358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $104.49       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13672139.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17350 | PA      | $17531.69     | 0.01%             | 2027-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164490.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1030.06      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $213.50       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12883177.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $4552.04      | 0.00%             | 2027-04-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788929.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44088 | PA      | $43657.57     | 0.02%             | 2027-03-14      | Fixed         | 10.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782284.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4125 | PA      | $4084.92      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786241.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22147 | PA      | $21933.93     | 0.01%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14409335.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9159 | PA      | $9282.72      | 0.00%             | 2026-07-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                  | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                                           | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19718 | PA      | $18557.56     | 0.01%             | 2026-05-15      | Variable      | 19.75%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074861.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.34         | 0.00%             | 2028-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111387.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5878 | PA      | $5862.85      | 0.00%             | 2026-11-24      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650980.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12940 | PA      | $12455.37     | 0.00%             | 2024-11-05      | Fixed         | 12.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111539.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6531 | PA      | $6486.70      | 0.00%             | 2026-11-24      | Fixed         | 8.17%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656189.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10047 | PA      | $9636.23      | 0.00%             | 2026-10-28      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786224.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8681 | PA      | $8561.76      | 0.00%             | 2025-03-14      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1680109.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8893 | PA      | $2235.30      | 0.00%             | 2026-12-16      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.03        | 0.00%             | 2024-03-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $869.04       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $151.66       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783555.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $2975.04      | 0.00%             | 2027-03-14      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| Cogent Communications Group, Inc.                                            | Cogent Communications Group, Inc.                                                               | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454843.75    | 0.16%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $0.65         | 0.00%             | 2024-03-23      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133761.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1257.47      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261612.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1686.56      | 0.00%             | 2026-12-16      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.28        | 0.00%             | 2025-03-06      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377002.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $225.06       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268625.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $73.65        | 0.00%             | 2025-05-17      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $52.90        | 0.00%             | 2025-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12934217.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18449 | PA      | $18438.20     | 0.01%             | 2025-03-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $62.11        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658134.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4095 | PA      | $3896.21      | 0.00%             | 2026-11-08      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135520.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2587 | PA      | $2452.83      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $2.26         | 0.00%             | 2027-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734458.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1558.84      | 0.00%             | 2025-03-24      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4089 | PA      | $4027.88      | 0.00%             | 2025-04-11      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13380372.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30722 | PA      | $30534.45     | 0.01%             | 2027-05-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996674.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5316 | PA      | $5090.70      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $138.24       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2446.40      | 0.00%             | 2025-03-24      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $80.15        | 0.00%             | 2024-04-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $1.51         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                            | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173730.00    | 0.06%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11687955.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34524 | PA      | $34977.28     | 0.01%             | 2027-02-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.85        | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801088.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23598 | PA      | $23957.21     | 0.01%             | 2027-04-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790314.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10204 | PA      | $3011.25      | 0.00%             | 2027-03-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187306434.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4778 | PA      | $26.64        | 0.00%             | 2027-03-17      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.41        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14510576.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11200 | PA      | $11170.89     | 0.00%             | 2027-06-24      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404163.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $306.36       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $139.31       | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786251.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28910 | PA      | $4360.86      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10856578.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8052 | PA      | $8149.93      | 0.00%             | 2025-12-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785725.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1193.60      | 0.00%             | 2025-03-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787191.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26946 | PA      | $26697.42     | 0.01%             | 2027-03-14      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953588.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $153.80       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789685.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2273.02      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077309.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $115.22       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375392.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $438.38       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133496.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1188.04      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $179.47       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934753.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1551.47      | 0.00%             | 2027-04-12      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175094.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1354.93      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781163.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7216 | PA      | $7148.70      | 0.00%             | 2027-03-14      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224934.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1311.26      | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267899.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8561 | PA      | $8486.18      | 0.00%             | 2026-12-17      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784073.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17582 | PA      | $17284.73     | 0.01%             | 2027-03-14      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146423.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.07         | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.16        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784118.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21570 | PA      | $21361.94     | 0.01%             | 2027-03-14      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.11        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780893.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $874.96       | 0.00%             | 2027-03-14      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017957.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $60.98        | 0.00%             | 2024-11-10      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                               | Cloudera, Inc., First Lien Term Loan                                                            | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577455 | PA      | $546326.84    | 0.19%             | 2028-10-08      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.77        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3477.66      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894326.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9395 | PA      | $9356.73      | 0.00%             | 2026-10-21      | Fixed         | 29.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788674.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $998.50       | 0.00%             | 2027-03-14      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| KKR CLO 20 Ltd.                                                              | KKR CLO 20 Ltd., Class C                                                                        | CUSIP: 48251TAC5<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $951308.51    | 0.33%             | 2030-10-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187105654.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6241 | PA      | $6089.65      | 0.00%             | 2025-03-14      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479206.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $257.45       | 0.00%             | 2027-01-21      | Fixed         | 28.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $136.55       | 0.00%             | 2024-03-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $13.44        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857592.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $754.80       | 0.00%             | 2025-02-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992563615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $289.88       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                    | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class CR2                            | CUSIP: 14310MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1404566.18   | 0.49%             | 2031-04-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $680.88       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $1510.93      | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13149908.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22600 | PA      | $22629.73     | 0.01%             | 2027-04-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090809.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2869.58      | 0.00%             | 2025-03-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030279.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.90        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $246.20       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $830.57       | 0.00%             | 2025-04-01      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018046.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3110.45      | 0.00%             | 2026-11-10      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714510.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13120 | PA      | $12679.73     | 0.00%             | 2027-02-24      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992559489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.53        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    758698 | PA      | $703103.44    | 0.25%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.44         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265919.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2205.38      | 0.00%             | 2026-12-17      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781707.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7803 | PA      | $7724.21      | 0.00%             | 2027-08-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473269.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3375 | PA      | $3351.10      | 0.00%             | 2027-01-20      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743348.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20460 | PA      | $19509.34     | 0.01%             | 2027-03-23      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.89        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132653.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1069.55      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480644.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21006 | PA      | $20895.92     | 0.01%             | 2027-01-21      | Fixed         | 6.59%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                   | Prime Security Services Borrower LLC / Prime Finance, Inc.                                      | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $518855.76    | 0.18%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $467.46       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786841.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8836 | PA      | $8750.71      | 0.00%             | 2027-03-14      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399844.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $820.40       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.55       | 0.00%             | 2024-04-02      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236101.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16254 | PA      | $15280.36     | 0.01%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $416.99       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783492.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13382 | PA      | $13256.21     | 0.00%             | 2027-03-14      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929619.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2490 | PA      | $2442.79      | 0.00%             | 2025-04-11      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $732.40       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781547.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $888.25       | 0.00%             | 2027-03-14      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167221792.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14388 | PA      | $13878.13     | 0.00%             | 2025-02-25      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790079.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5574 | PA      | $5520.56      | 0.00%             | 2027-03-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294831.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $535.03       | 0.00%             | 2024-04-15      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301567.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $2022.83      | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056245.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $4194.43      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13048345.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11586 | PA      | $11720.44     | 0.00%             | 2025-04-18      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $974.92       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895825.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4524.65      | 0.00%             | 2024-10-21      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656424.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $2904.96      | 0.00%             | 2027-02-18      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 144619608.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $4184.11      | 0.00%             | 2023-12-19      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653470.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1116.09      | 0.00%             | 2025-02-18      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $244.16       | 0.00%             | 2027-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992430462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $162.38       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780435.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4836 | PA      | $4790.82      | 0.00%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.32        | 0.00%             | 2025-03-09      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $433.61       | 0.00%             | 2025-04-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782850.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7947 | PA      | $7837.46      | 0.00%             | 2025-03-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783648.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $6904.75      | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Hyland Software, Inc.                                                        | Hyland Software, Inc., First Lien Term Loan                                                     | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1054098 | PA      | $1042107.40   | 0.37%             | 2024-07-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $2.26         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $7.13         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992279441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.43       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267793.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4347 | PA      | $4285.79      | 0.00%             | 2024-12-17      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1895679.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2154.90      | 0.00%             | 2026-10-21      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $3119.49      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.83        | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $105.10       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780840.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28923 | PA      | $28634.84     | 0.01%             | 2027-03-14      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788507.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4795 | PA      | $4715.28      | 0.00%             | 2025-03-14      | Fixed         | 29.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $6.68         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.11        | 0.00%             | 2024-03-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.98        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.77        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116109.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $165.09       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741336.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6469 | PA      | $6226.19      | 0.00%             | 2027-03-24      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788528.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18560 | PA      | $18383.01     | 0.01%             | 2027-03-14      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $218.67       | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785893.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1841.95      | 0.00%             | 2027-03-14      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2773993.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11015 | PA      | $10840.68     | 0.00%             | 2027-03-14      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025110.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $1128.37      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119715.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.25        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269221.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $165.84       | 0.00%             | 2024-12-17      | Fixed         | 11.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $178.87       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $263.99       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016181.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4120 | PA      | $4078.77      | 0.00%             | 2026-11-10      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654181.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $913.28       | 0.00%             | 2027-02-18      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6151494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25868 | PA      | $24474.83     | 0.01%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064994.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1518.88      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687916.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $8452.70      | 0.00%             | 2025-01-12      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $217.26       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992252799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $335.72       | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13441338.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11721 | PA      | $11752.39     | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157624.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $688.93       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991888975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.50        | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $181.69       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $84.52        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110808.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1449.93      | 0.00%             | 2027-04-24      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739668.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6061926.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $687.45       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090255.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $834.87       | 0.00%             | 2025-03-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.05        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480713.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $29.19        | 0.00%             | 2027-01-21      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $24.25        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $35.18        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323298.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $5164.75      | 0.00%             | 2024-05-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.68        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790313.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $223.13       | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478875.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3936 | PA      | $3885.24      | 0.00%             | 2027-01-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992550826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $144.22       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708097.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4949 | PA      | $4742.41      | 0.00%             | 2025-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479087.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $3533.14      | 0.00%             | 2025-01-21      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473325.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2146 | PA      | $2017.40      | 0.00%             | 2027-01-20      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784153.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $6020.86      | 0.00%             | 2025-03-14      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2754559.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22602 | PA      | $22302.32     | 0.01%             | 2027-03-14      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189172.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1646.90      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785109.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11086 | PA      | $10981.34     | 0.00%             | 2027-03-14      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.46        | 0.00%             | 2024-03-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $217.46       | 0.00%             | 2024-03-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185649.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14977 | PA      | $13922.99     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193789.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2624.80      | 0.00%             | 2025-04-03      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788677.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16699 | PA      | $16578.36     | 0.01%             | 2027-03-14      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048328.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $1084.92      | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782211.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3708.41      | 0.00%             | 2027-03-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066691.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6961 | PA      | $6646.69      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $717.84       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009477.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33365 | PA      | $31800.95     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13434461.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15761 | PA      | $15901.20     | 0.01%             | 2025-03-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372095.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21018 | PA      | $21396.31     | 0.01%             | 2025-06-25      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2910258.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10300 | PA      | $10187.66     | 0.00%             | 2027-04-12      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052408.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $9.97         | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474965.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $1516.03      | 0.00%             | 2027-01-20      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10157125.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3773.50      | 0.00%             | 2023-10-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $478.94       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $173.29       | 0.00%             | 2027-04-01      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992539494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $9.19         | 0.00%             | 2025-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958281.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $1082.73      | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397735.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $115.04       | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191634.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.42        | 0.00%             | 2024-04-02      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722523.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2929.36      | 0.00%             | 2026-09-16      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12677509.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27138 | PA      | $27481.89     | 0.01%             | 2027-02-22      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651820.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7819 | PA      | $7531.90      | 0.00%             | 2024-11-08      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255200.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $21.83        | 0.00%             | 2025-03-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932713.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14916 | PA      | $14674.20     | 0.01%             | 2027-04-12      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784974.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40811 | PA      | $40518.38     | 0.01%             | 2027-03-14      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3920.10      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.03        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214927.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4294.25      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387229.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $1058.64      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103748.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4359 | PA      | $1136.00      | 0.00%             | 2026-11-24      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265342.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3134.26      | 0.00%             | 2026-12-16      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.32        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.94        | 0.00%             | 2025-03-11      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2260722.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2592 | PA      | $2554.46      | 0.00%             | 2026-12-16      | Fixed         | 18.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999929.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $376.72       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12758120.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23233 | PA      | $23517.84     | 0.01%             | 2027-04-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655430.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27215 | PA      | $25592.96     | 0.01%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6043485.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28763 | PA      | $27315.71     | 0.01%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.81         | 0.00%             | 2028-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787432.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18320 | PA      | $18137.80     | 0.01%             | 2027-03-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781275.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6957 | PA      | $2021.98      | 0.00%             | 2027-03-14      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992564778.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3851.64      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Go Daddy Operating Co., LLC / GD Finance Co, Inc.                            | Go Daddy Operating Co., LLC / GD Finance Co, Inc., Term Loan                                    | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    158730 | PA      | $158674.60    | 0.06%             | 2029-11-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146644800.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8690 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931670.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2505.32      | 0.00%             | 2027-04-11      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $-1.73        | -0.00%            | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997245.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $210.50       | 0.00%             | 2025-03-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $296.21       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $2.67         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $795.02       | 0.00%             | 2025-04-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245098.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $132.93       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.34        | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13049903.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14109 | PA      | $1509.24      | 0.00%             | 2027-04-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $836.74       | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.26        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185760406.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32263 | PA      | $11434.63     | 0.00%             | 2025-02-07      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789132.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7813 | PA      | $7687.11      | 0.00%             | 2027-03-14      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781128.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $2025.92      | 0.00%             | 2027-03-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052149.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6292 | PA      | $5966.38      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991915018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.25        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782107.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9938 | PA      | $9776.32      | 0.00%             | 2027-03-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13151525.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9625 | PA      | $1086.09      | 0.00%             | 2025-05-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $139.46       | 0.00%             | 2025-03-31      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991879861.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $126.27       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058566.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11210 | PA      | $10496.08     | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020319.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30033 | PA      | $27364.35     | 0.01%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11237706.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13384 | PA      | $13477.88     | 0.00%             | 2025-05-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14227389.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27440 | PA      | $27728.41     | 0.01%             | 2027-06-08      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.59       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.28         | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478711.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4381 | PA      | $4168.95      | 0.00%             | 2029-01-21      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193934.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32077 | PA      | $30100.51     | 0.01%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653557.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10209 | PA      | $10160.20     | 0.00%             | 2027-02-18      | Fixed         | 8.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781177.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5851 | PA      | $19.72        | 0.00%             | 2027-03-14      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1330.91      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $392.64       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651811.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $2966.89      | 0.00%             | 2024-11-08      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $14.00        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $171.06       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10198193.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16668 | PA      | $16702.22     | 0.01%             | 2026-09-25      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648957.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8258 | PA      | $7917.43      | 0.00%             | 2026-10-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082023.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $155.43       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930078.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4130 | PA      | $4068.22      | 0.00%             | 2025-04-11      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $1126.01      | 0.00%             | 2027-01-20      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996382.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9936 | PA      | $9477.08      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781159.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9198 | PA      | $8644.95      | 0.00%             | 2025-03-14      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-09-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13477116.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10896 | PA      | $6671.17      | 0.00%             | 2027-04-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1523.27      | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267070.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4655 | PA      | $337.82       | 0.00%             | 2026-12-16      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782453.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8648 | PA      | $8563.07      | 0.00%             | 2027-03-14      | Fixed         | 26.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780753.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20627 | PA      | $20290.37     | 0.01%             | 2027-03-14      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.47         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175112.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.34        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271010.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $417.29       | 0.00%             | 2027-05-17      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064140.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14849 | PA      | $14075.12     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789126.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3714 | PA      | $3677.80      | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786790.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $4792.93      | 0.00%             | 2027-03-14      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780989.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21726 | PA      | $21450.29     | 0.01%             | 2027-03-14      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931638.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4462 | PA      | $4412.65      | 0.00%             | 2027-04-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13301897.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11740 | PA      | $11712.37     | 0.00%             | 2027-05-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992150344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.22        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $825.10       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Polaris Newco LLC                                                            | Polaris Newco LLC, First Lien Term Loan                                                         | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1727342 | PA      | $1580518.04   | 0.55%             | 2028-06-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929864.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9197 | PA      | $9099.38      | 0.00%             | 2027-04-11      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992045738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.53        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $105.37       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6120695.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16890 | PA      | $14924.16     | 0.01%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 163432488.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10144 | PA      | $9453.69      | 0.00%             | 2025-03-01      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 149640002.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3279.26      | 0.00%             | 2024-04-02      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992523134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $284.19       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1649506.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10319 | PA      | $9996.73      | 0.00%             | 2024-10-28      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1913.87      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $6192.00      | 0.00%             | 2027-03-14      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.44        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12775739.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9269 | PA      | $9171.68      | 0.00%             | 2027-05-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $627.90       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992034442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $78.35        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189941.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $477.76       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $798.99       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701330.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8708 | PA      | $8290.07      | 0.00%             | 2027-01-13      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.71        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992262276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $316.98       | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992312284.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $210.61       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015554.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18122 | PA      | $17332.05     | 0.01%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4499 | PA      | $314.33       | 0.00%             | 2027-08-14      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.46        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788557.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1070.84      | 0.00%             | 2027-03-14      | Fixed         | 32.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173212.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10511 | PA      | $9899.14      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $105.91       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029690.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13798 | PA      | $13166.92     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc., Term Loan                                                             | CUSIP: 29267YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231419 | PA      | $227658.13    | 0.08%             | 2027-12-22      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $693.30       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268177.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $3038.12      | 0.00%             | 2026-12-17      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997695.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11064 | PA      | $10411.38     | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992022552.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $141.19       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478671.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $38.96        | 0.00%             | 2029-01-21      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992121347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $66.38        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $4988.03      | 0.00%             | 2027-04-11      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6046778.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3400.95      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780476.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5858 | PA      | $5756.95      | 0.00%             | 2025-03-14      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200483.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6010 | PA      | $5578.65      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $629.39       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269673.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $878.67       | 0.00%             | 2026-12-17      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932291.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9198 | PA      | $9046.70      | 0.00%             | 2027-04-12      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13267 | PA      | $13138.74     | 0.00%             | 2027-03-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187041967.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6003 | PA      | $5847.15      | 0.00%             | 2025-03-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782935.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7369 | PA      | $7302.05      | 0.00%             | 2027-03-14      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $170.12       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195586.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19910 | PA      | $18139.32     | 0.01%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.43        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781024.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5185 | PA      | $5136.36      | 0.00%             | 2027-03-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264279.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1703.07      | 0.00%             | 2026-12-16      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782610.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $888.51       | 0.00%             | 2027-03-14      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018199.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8662 | PA      | $8587.87      | 0.00%             | 2026-11-10      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987414.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $925.01       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476940.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2754.36      | 0.00%             | 2027-01-21      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932952.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5055 | PA      | $5002.24      | 0.00%             | 2027-04-12      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029132.31   | 0.36%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                        | Kobe US Midco 2, Inc.                                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $141000.00    | 0.05%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931173.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $3185.67      | 0.00%             | 2027-04-11      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.65        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892319.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2280.28      | 0.00%             | 2026-10-21      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744812.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17858 | PA      | $17123.46     | 0.01%             | 2027-03-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13675444.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4330.17      | 0.00%             | 2026-04-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12243437.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27901 | PA      | $28217.18     | 0.01%             | 2027-03-04      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795048.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7653 | PA      | $7590.97      | 0.00%             | 2025-02-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228048.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7125 | PA      | $6615.34      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.69        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163423.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $68.74        | 0.00%             | 2025-04-01      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $174.38       | 0.00%             | 2025-02-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785999.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9195 | PA      | $9110.56      | 0.00%             | 2027-08-14      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015468.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7593 | PA      | $6856.31      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782951.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5413 | PA      | $5327.46      | 0.00%             | 2027-03-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $109.60       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654309.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $-5.55        | -0.00%            | 2027-02-18      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786753.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4571 | PA      | $1270.91      | 0.00%             | 2025-03-14      | Fixed         | 20.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750627.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8144 | PA      | $7806.16      | 0.00%             | 2025-04-30      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11693943.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31737 | PA      | $32174.03     | 0.01%             | 2027-02-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780995.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12692 | PA      | $12567.11     | 0.00%             | 2027-03-14      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783702.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10615 | PA      | $10459.07     | 0.00%             | 2027-08-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.77        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890284.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1722.64      | 0.00%             | 2026-10-21      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740994.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17681 | PA      | $17152.52     | 0.01%             | 2027-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892688.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10711 | PA      | $10671.69     | 0.00%             | 2024-10-21      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $656.42       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.82         | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14276082.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22132 | PA      | $22464.19     | 0.01%             | 2026-06-15      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789731.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3996 | PA      | $3941.36      | 0.00%             | 2025-03-14      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $214.17       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751044.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22630 | PA      | $21613.84     | 0.01%             | 2027-04-07      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12885686.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10059 | PA      | $10194.01     | 0.00%             | 2027-04-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $64.48        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.12       | 0.00%             | 2025-02-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12934173.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15491 | PA      | $15694.47     | 0.01%             | 2026-03-08      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13137819.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14685 | PA      | $14498.33     | 0.01%             | 2027-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $601.16       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992478508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $123.01       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187619723.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9024 | PA      | $8599.85      | 0.00%             | 2025-04-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782134.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10553 | PA      | $10409.46     | 0.00%             | 2027-03-14      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783157.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $2571.54      | 0.00%             | 2025-03-14      | Fixed         | 8.64%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1992755.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1390.35      | 0.00%             | 2026-11-10      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $4311.45      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781108.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3468 | PA      | $3434.45      | 0.00%             | 2027-03-14      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036862.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2765.04      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                | Dornoch Debt Merger Sub, Inc.                                                                   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $562244.90    | 0.20%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473174.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8456 | PA      | $8404.59      | 0.00%             | 2029-01-20      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271160.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15604 | PA      | $2347.95      | 0.00%             | 2026-12-17      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781537.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3677.12      | 0.00%             | 2027-03-14      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781769.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18705 | PA      | $18569.78     | 0.01%             | 2027-03-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.28        | 0.00%             | 2025-03-24      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 154417517.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9904 | PA      | $9609.91      | 0.00%             | 2024-07-15      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76816.40     | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654911.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2115.09      | 0.00%             | 2027-02-18      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685598.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3456.29      | 0.00%             | 2024-12-14      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $212.84       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1716847.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5470.29      | 0.00%             | 2026-09-16      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9220 | PA      | $9118.25      | 0.00%             | 2027-04-12      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13011697.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11272 | PA      | $11402.15     | 0.00%             | 2027-04-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14062945.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14725 | PA      | $14803.35     | 0.01%             | 2024-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $167.88       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783992.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $3903.83      | 0.00%             | 2025-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014384.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1222.33      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017313.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3848 | PA      | $3821.55      | 0.00%             | 2026-11-10      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111808.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $2712.03      | 0.00%             | 2026-11-24      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $832.83       | 0.00%             | 2024-04-09      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384552.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $851.94       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105454.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.96         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992067597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.07        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $144.43       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6244929.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1804.19      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260220.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $79.42        | 0.00%             | 2026-12-16      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740997.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17966 | PA      | $17221.64     | 0.01%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184468285.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12239 | PA      | $11556.17     | 0.00%             | 2027-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307140.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       572 | PA      | $576.91       | 0.00%             | 2024-04-16      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892234.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10449 | PA      | $10407.62     | 0.00%             | 2026-10-21      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187535555.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27662 | PA      | $26904.43     | 0.01%             | 2027-03-31      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.52        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87674 | PA      | $81626.28     | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1069250 | PA      | $-1069250.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995027.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57026 | PA      | $54166.84     | 0.02%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.41        | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479519.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19613 | PA      | $19517.64     | 0.01%             | 2027-01-21      | Fixed         | 26.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13155943.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9753 | PA      | $2274.32      | 0.00%             | 2027-05-29      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732940.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2151.80      | 0.00%             | 2027-03-22      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268276.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3676 | PA      | $3632.93      | 0.00%             | 2024-12-17      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472703.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6149 | PA      | $6065.47      | 0.00%             | 2027-01-20      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144575.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13601 | PA      | $12107.32     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227000.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1199.82      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $143.04       | 0.00%             | 2024-04-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762807.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1272.09      | 0.00%             | 2027-03-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079538.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.17        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992434008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $-1.31        | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3861.96      | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $226.01       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928922.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4969 | PA      | $4885.68      | 0.00%             | 2027-04-11      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $141.52       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1718419.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3294.48      | 0.00%             | 2025-02-22      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992506218.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $441.42       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2771055.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6342 | PA      | $6276.87      | 0.00%             | 2027-03-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $192.95       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743668.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3594.47      | 0.00%             | 2025-04-10      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.40       | 0.00%             | 2024-04-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220595.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $716.52       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $215.28       | 0.00%             | 2024-04-13      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479183.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $7177.72      | 0.00%             | 2027-01-21      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991945378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $234.58       | 0.00%             | 2025-03-07      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $475.95       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992194961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.76        | 0.00%             | 2024-03-12      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992536795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $417.00       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2482226.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14089 | PA      | $13901.33     | 0.00%             | 2027-01-21      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992571822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $154.51       | 0.00%             | 2024-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934816.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7918 | PA      | $7836.93      | 0.00%             | 2027-04-12      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721156.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18876 | PA      | $18811.22     | 0.01%             | 2026-09-16      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934719.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15863 | PA      | $15785.82     | 0.01%             | 2027-04-12      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992545123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $19.16        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $208.52       | 0.00%             | 2025-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780427.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2741.80      | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261512.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8694 | PA      | $8591.10      | 0.00%             | 2026-12-16      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.91        | 0.00%             | 2024-04-01      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $698.51       | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $295.66       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1488.41      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734542.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6232 | PA      | $5993.69      | 0.00%             | 2025-03-24      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.43         | 0.00%             | 2028-01-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6218112.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4236 | PA      | $3945.24      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785583.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1804.44      | 0.00%             | 2027-08-14      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784087.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2764.52      | 0.00%             | 2027-03-14      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.76        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685934.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $2784.93      | 0.00%             | 2024-12-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714540.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15644 | PA      | $15097.47     | 0.01%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056072.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $162.19       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992625714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.87        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC, Term Loan                                                         | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    632538 | PA      | $543192.00    | 0.19%             | 2028-09-01      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.13        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187345204.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10297 | PA      | $10062.90     | 0.00%             | 2025-03-23      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Avis Budget Car Rental LLC                                                   | Avis Budget Car Rental LLC, Term Loan C                                                         | CUSIP: 05377JAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397995 | PA      | $393022.03    | 0.14%             | 2029-03-16      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $2.27         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481757.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6776 | PA      | $6743.80      | 0.00%             | 2027-01-21      | Fixed         | 28.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003469.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.09         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $699.34       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.71        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018097.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1561.96      | 0.00%             | 2026-11-10      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12758093.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17268 | PA      | $17512.86     | 0.01%             | 2027-03-29      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.66        | 0.00%             | 2024-04-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $65.30        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992521100.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.21         | 0.00%             | 2027-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421488.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $421.49       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992060387.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $271.45       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928835.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $8162.90      | 0.00%             | 2027-04-11      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991948442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $441.81       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992252533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.03        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2733 | PA      | $2652.14      | 0.00%             | 2025-03-21      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $217.90       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.64        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785975.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10203 | PA      | $9579.96      | 0.00%             | 2027-08-14      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $240.15       | 0.00%             | 2025-04-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782866.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9293 | PA      | $8793.40      | 0.00%             | 2027-03-14      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17863 | PA      | $17596.72     | 0.01%             | 2025-04-11      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077860.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $67.79        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992597031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $244.24       | 0.00%             | 2025-04-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6031754.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18528 | PA      | $17558.51     | 0.01%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10773777.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16750 | PA      | $16944.99     | 0.01%             | 2026-11-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.73        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991922885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.76        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8354 | PA      | $8264.88      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991945523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $624.09       | 0.00%             | 2025-03-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387430.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $197.46       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991850624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $12.70        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2256936.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16831 | PA      | $16674.77     | 0.01%             | 2026-12-16      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209230.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2372 | PA      | $2192.28      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744568.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10785 | PA      | $10446.54     | 0.00%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $273.81       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970537.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.64        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.94         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932351.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4281 | PA      | $624.95       | 0.00%             | 2027-04-12      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $20.40        | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783948.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6343 | PA      | $6289.25      | 0.00%             | 2027-08-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787016.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $13748.34     | 0.00%             | 2027-03-14      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $267.63       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742146.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7939 | PA      | $7704.95      | 0.00%             | 2027-03-25      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $139.71       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790605.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28832 | PA      | $28571.86     | 0.01%             | 2027-03-14      | Fixed         | 19.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6150068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1482.74      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13404981.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9305 | PA      | $9294.58      | 0.00%             | 2027-05-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1219.78      | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200304.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $375.58       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.26        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $177.52       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336459.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $31.59        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $267.53       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1271.66      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472694.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11550 | PA      | $11446.70     | 0.00%             | 2025-01-20      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1788.85      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $219.83       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2966.60      | 0.00%             | 2025-04-04      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932714.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5201 | PA      | $5146.45      | 0.00%             | 2025-04-12      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -294844 | PA      | $-294843.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12544256.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30960 | PA      | $31145.44     | 0.01%             | 2026-04-11      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $7078.90      | 0.00%             | 2025-03-14      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2925660.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1304.38      | 0.00%             | 2027-04-11      | Fixed         | 12.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992273786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $259.94       | 0.00%             | 2024-04-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $77.01        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248004.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1254.41      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992501949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $3.70         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $427.29       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786123.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $2906.12      | 0.00%             | 2027-08-14      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7190 | PA      | $7116.50      | 0.00%             | 2027-05-16      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.35        | 0.00%             | 2025-04-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967022.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $470.06       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262690.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7210 | PA      | $7141.98      | 0.00%             | 2026-12-16      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984234.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $119.71       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782447.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19343 | PA      | $19206.95     | 0.01%             | 2027-03-14      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $324.81       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801580.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9422 | PA      | $9545.28      | 0.00%             | 2025-04-17      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781690.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8469 | PA      | $1214.10      | 0.00%             | 2029-03-14      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992634015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $337.87       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13433208.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5468 | PA      | $5533.11      | 0.00%             | 2024-05-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157735.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1188.26      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360925.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $-1.63        | -0.00%            | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410410.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $488.53       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238155.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $6503.60      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376027.28    | 0.13%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047999.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6763 | PA      | $6423.05      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 161333839.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15516 | PA      | $14953.76     | 0.01%             | 2024-11-04      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721055.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4622 | PA      | $4439.72      | 0.00%             | 2025-02-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12986414.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36824 | PA      | $36652.34     | 0.01%             | 2027-04-10      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $-4.23        | -0.00%            | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787213.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41262 | PA      | $40882.95     | 0.01%             | 2027-03-14      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.07        | 0.00%             | 2024-04-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177382.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4165 | PA      | $4336.80      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989660.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.65        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.10       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015907.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2435.61      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782406.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1374.30      | 0.00%             | 2027-03-14      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029501.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.19        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $219.39       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781125.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6547 | PA      | $6514.81      | 0.00%             | 2027-03-14      | Fixed         | 7.45%                 | No            |                  3 | On Loan: No      |
| Aveanna Healthcare LLC                                                       | Aveanna Healthcare LLC, First Lien Term Loan                                                    | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    864835 | PA      | $669814.95    | 0.23%             | 2028-07-17      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $131.30       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654161.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1298.61      | 0.00%             | 2027-02-18      | Fixed         | 12.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219039.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6739 | PA      | $6263.05      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053675.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2284.02      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $691.09       | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992534533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.00        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032534.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7096 | PA      | $6771.12      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390419.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $555.27       | 0.00%             | 2025-04-22      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265384.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1123.77      | 0.00%             | 2024-12-17      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111176.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3401.37      | 0.00%             | 2026-11-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $321.83       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022605.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $2296.11      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.82        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893727.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1136.87      | 0.00%             | 2024-10-21      | Fixed         | 17.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10758194.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $1484.92      | 0.00%             | 2025-11-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 143172928.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $4737.91      | 0.00%             | 2023-11-07      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180210.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930839.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3459 | PA      | $3426.65      | 0.00%             | 2027-04-11      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789644.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7626 | PA      | $7551.18      | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12981044.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9784 | PA      | $965.04       | 0.00%             | 2027-04-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188040936.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13781 | PA      | $13418.55     | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784140.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10943 | PA      | $10834.09     | 0.00%             | 2027-03-14      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780715.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9123 | PA      | $8574.46      | 0.00%             | 2027-03-14      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989204.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $118.39       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367182.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714531.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8936 | PA      | $8496.18      | 0.00%             | 2027-02-15      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992584780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.46        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13028127.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35514 | PA      | $34985.81     | 0.01%             | 2025-04-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $-0.12        | -0.00%            | 2028-01-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.19        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722389.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21086 | PA      | $20976.91     | 0.01%             | 2026-09-16      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479715.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $84.43        | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992045450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $315.66       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1054.31      | 0.00%             | 2024-03-23      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052463.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8466 | PA      | $8073.89      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980382.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.43        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.83        | 0.00%             | 2027-04-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472655.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6707 | PA      | $926.36       | 0.00%             | 2029-01-20      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $811.07       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1676.23      | 0.00%             | 2027-01-21      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655193.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9879 | PA      | $9794.35      | 0.00%             | 2027-07-18      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785570.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35720 | PA      | $35384.03     | 0.01%             | 2027-03-14      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739638.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $5662.50      | 0.00%             | 2025-03-22      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784285.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2649 | PA      | $2621.97      | 0.00%             | 2027-03-14      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007891.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $38.44        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13438034.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6960 | PA      | $7056.39      | 0.00%             | 2027-05-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2778435.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1967.60      | 0.00%             | 2027-03-14      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139587.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $467.26       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $296.05       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6027 | PA      | $5953.96      | 0.00%             | 2024-12-17      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992499024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $150.55       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164992.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $4998.88      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153438.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26245 | PA      | $24300.77     | 0.01%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930169.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9273 | PA      | $9150.13      | 0.00%             | 2027-04-11      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021917.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $446.98       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655788.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $3424.58      | 0.00%             | 2027-02-18      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257274.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $26.60        | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $105.97       | 0.00%             | 2025-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256684.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $4039.19      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752855.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22630 | PA      | $21606.05     | 0.01%             | 2027-04-06      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931393.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6008 | PA      | $5940.21      | 0.00%             | 2027-04-11      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $296.18       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858994.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $73.99        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474203.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14298 | PA      | $2200.52      | 0.00%             | 2027-01-20      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780772.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5538 | PA      | $0.00         | 0.00%             | 2027-03-14      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787246.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2174.01      | 0.00%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405567.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $22.88        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932936.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9242 | PA      | $9120.17      | 0.00%             | 2027-04-12      | Fixed         | 23.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268923.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9563 | PA      | $-66.79       | -0.00%            | 2026-12-17      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027022.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25888 | PA      | $24520.66     | 0.01%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930146.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1111.28      | 0.00%             | 2027-04-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $178.08       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $125.71       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785536.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13956 | PA      | $13217.16     | 0.00%             | 2027-03-14      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180325.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.04        | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979255.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.52         | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134608.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41449 | PA      | $39244.29     | 0.01%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.52        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780870.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3681.23      | 0.00%             | 2027-03-14      | Fixed         | 13.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163522.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $3382.50      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13337202.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $6419.08      | 0.00%             | 2024-03-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1756317.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $3944.25      | 0.00%             | 2025-04-20      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781895.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1754.87      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992624887.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $344.53       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.43        | 0.00%             | 2025-04-08      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $24.03        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.45        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890982.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5845 | PA      | $5785.25      | 0.00%             | 2026-10-21      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $275.72       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $442.66       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1717780.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8723 | PA      | $620.02       | 0.00%             | 2026-09-16      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13655226.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12501 | PA      | $12426.75     | 0.00%             | 2027-05-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934620.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34160 | PA      | $33685.98     | 0.01%             | 2027-04-12      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185748684.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7575 | PA      | $7349.61      | 0.00%             | 2025-02-03      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353642.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $14.30        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178200.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $133.57       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783657.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9935 | PA      | $9775.22      | 0.00%             | 2027-03-14      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479108.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20713 | PA      | $20539.13     | 0.01%             | 2027-01-21      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780991.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7923 | PA      | $7796.56      | 0.00%             | 2027-03-14      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $26.36        | 0.00%             | 2024-03-12      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653830.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13217 | PA      | $13104.50     | 0.00%             | 2027-02-18      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185552695.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18654 | PA      | $18279.38     | 0.01%             | 2025-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10453183.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33737 | PA      | $34122.12     | 0.01%             | 2026-11-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188029434.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $-212.37      | -0.00%            | 2025-04-06      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12168376.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5984 | PA      | $6039.30      | 0.00%             | 2024-03-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016960.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $955.94       | 0.00%             | 2026-11-10      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653746.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1917.17      | 0.00%             | 2027-02-18      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.56        | 0.00%             | 2024-04-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10771557.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11364 | PA      | $11493.40     | 0.00%             | 2025-10-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6026172.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $405.94       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $6.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210094.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.56        | 0.00%             | 2025-04-04      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785914.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3224 | PA      | $3189.38      | 0.00%             | 2027-08-14      | Fixed         | 26.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.78        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744571.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8988 | PA      | $8705.46      | 0.00%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784824.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2523.43      | 0.00%             | 2027-03-14      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13165810.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12009 | PA      | $12160.74     | 0.00%             | 2025-04-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782160.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $-5.55        | -0.00%            | 2027-03-14      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010907.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69035 | PA      | $55031.71     | 0.02%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12856249.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12535 | PA      | $12736.33     | 0.00%             | 2026-04-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $261.56       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060974.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30515 | PA      | $30664.19     | 0.01%             | 2027-04-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.83        | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $882.87       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $143.55       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013145.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $162.21       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780242.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4622 | PA      | $4576.64      | 0.00%             | 2025-03-14      | Fixed         | 7.32%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783557.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3493 | PA      | $3459.66      | 0.00%             | 2027-03-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476636.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $757.65       | 0.00%             | 2027-01-21      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.76        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136708.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36592 | PA      | $32010.89     | 0.01%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931075.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11423 | PA      | $11308.11     | 0.00%             | 2027-04-11      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930708.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1020.41      | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14145667.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6437 | PA      | $6483.15      | 0.00%             | 2025-06-29      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992445035.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $873.89       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 20 Year                                                                        | CUSIP: 3128CUMW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65994 | PA      | $67758.63     | 0.02%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784711.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1582.26      | 0.00%             | 2027-03-14      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017995.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $5244.63      | 0.00%             | 2026-11-10      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $330.87       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365004.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $358.73       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954992.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1049.88      | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12231685.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36775 | PA      | $21785.93     | 0.01%             | 2027-03-10      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247753.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $296.83       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                             | Medical Solutions Holdings, Inc., First Lien Term Loan                                          | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382023 | PA      | $358903.35    | 0.13%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790351.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4627 | PA      | $4582.72      | 0.00%             | 2027-03-14      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780204.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $8856.97      | 0.00%             | 2027-03-14      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $112.60       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $535.01       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267192.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1850.23      | 0.00%             | 2026-12-17      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6044361.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22508 | PA      | $21694.47     | 0.01%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025118.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5152 | PA      | $4889.18      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354733.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $144.12       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $823.81       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048489.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4921 | PA      | $4706.02      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2764977.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9455 | PA      | $9387.00      | 0.00%             | 2027-03-14      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372241.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $7.71         | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Condor Merger Sub, Inc.                                                      | Condor Merger Sub, Inc.                                                                         | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1047560.67   | 0.37%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.32        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783447.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11906 | PA      | $11782.38     | 0.00%             | 2025-03-14      | Fixed         | 16.16%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1653347.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8263 | PA      | $7945.68      | 0.00%             | 2026-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893569.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6102 | PA      | $6070.38      | 0.00%             | 2026-10-21      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785465.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4515 | PA      | $0.26         | 0.00%             | 2027-03-14      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787620.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15917 | PA      | $15766.36     | 0.01%             | 2027-03-14      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930132.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4302.32      | 0.00%             | 2027-04-11      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $5.66         | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $312.31       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1896094.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6615 | PA      | $6595.82      | 0.00%             | 2026-10-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $25.25        | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15020512.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28516 | PA      | $28932.64     | 0.01%             | 2026-07-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2861 | PA      | $618.65       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.77         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187360350.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10278 | PA      | $10145.39     | 0.00%             | 2025-03-28      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Murray Energy Corp.                                                          | Murray Energy Corp.                                                                             | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    606187 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $806.75       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933956.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7747 | PA      | $7638.88      | 0.00%             | 2027-04-12      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.09        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1896010.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $152.72       | 0.00%             | 2026-10-21      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6150297.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12374 | PA      | $11477.01     | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367245.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.37         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $264.49       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13682394.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15090 | PA      | $15307.71     | 0.01%             | 2026-05-15      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931699.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $2728.27      | 0.00%             | 2025-04-11      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -550000 | PA      | $-550000.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.12       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782113.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1587.62      | 0.00%             | 2027-03-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781089.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $4652.98      | 0.00%             | 2027-03-14      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780902.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6427 | PA      | $6323.15      | 0.00%             | 2027-03-14      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928276.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.07        | 0.00%             | 2029-04-11      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4889 | PA      | $4815.17      | 0.00%             | 2025-04-11      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10551332.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7340 | PA      | $7440.40      | 0.00%             | 2025-09-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13026280.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12256 | PA      | $12096.22     | 0.00%             | 2025-04-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| M/I Homes, Inc.                                                              | M/I Homes, Inc.                                                                                 | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $485228.02    | 0.17%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068103.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1115.40      | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1251.46      | 0.00%             | 2025-03-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022456.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1825.93      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.30        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $147.72       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11020942.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24567 | PA      | $24838.00     | 0.01%             | 2025-12-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934014.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14654 | PA      | $14515.62     | 0.01%             | 2027-04-12      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933775.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7047 | PA      | $6979.94      | 0.00%             | 2027-04-12      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259189.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1706.85      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992561430.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.28        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734809.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $4592.07      | 0.00%             | 2025-03-24      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787453.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5750 | PA      | $5696.91      | 0.00%             | 2027-03-14      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $165.75       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783844.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $4369.93      | 0.00%             | 2027-03-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992434362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $127.01       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016658.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23397 | PA      | $21681.68     | 0.01%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13017812.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10117 | PA      | $10147.31     | 0.00%             | 2027-04-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187032664.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18154 | PA      | $17679.53     | 0.01%             | 2027-03-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030698.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2715.59      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $420.76       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Tiger Acquisition LLC                                                        | Tiger Acquisition LLC, First Lien Term Loan                                                     | CUSIP: 88675UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537415 | PA      | $511586.83    | 0.18%             | 2028-06-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $598.69       | 0.00%             | 2025-03-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -291000 | PA      | $-291000.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991950108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1328.98      | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782017.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1852.80      | 0.00%             | 2027-03-14      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10063830.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40415 | PA      | $40947.50     | 0.01%             | 2026-08-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075603.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $354.20       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011902.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18064 | PA      | $17295.42     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733831.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13541 | PA      | $12911.21     | 0.00%             | 2027-03-23      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.99        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143035.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $854.54       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164881.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1180.76      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135554.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $147.01       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                         | Forestar Group, Inc.                                                                            | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439055.25    | 0.15%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934093.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2977.06      | 0.00%             | 2027-04-12      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.85        | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993445.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2009 | PA      | $1916.48      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250508.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102651 | PA      | $95846.87     | 0.03%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179076.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $1204.62      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214605.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $212.46       | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6132505.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1548.03      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018168.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10795 | PA      | $10609.20     | 0.00%             | 2027-04-10      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992038832.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $1037.60      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991943876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $17.85        | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2924597.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $244.41       | 0.00%             | 2027-04-11      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784225.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $140.96       | 0.00%             | 2027-03-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992619826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $248.32       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $255.08       | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787713.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8102 | PA      | $7989.23      | 0.00%             | 2027-03-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12880291.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23958 | PA      | $24315.93     | 0.01%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893140.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1719.88      | 0.00%             | 2026-10-21      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $31.71        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $126.57       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13051907.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9751 | PA      | $9722.71      | 0.00%             | 2027-05-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2027-09-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173972.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $151.38       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017406.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $4427.41      | 0.00%             | 2024-11-10      | Fixed         | 14.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933292.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18526 | PA      | $18341.41     | 0.01%             | 2027-04-12      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930083.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $889.53       | 0.00%             | 2025-04-11      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021095.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3138 | PA      | $2805.69      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.21        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799569.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9590 | PA      | $9556.88      | 0.00%             | 2027-02-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.24         | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779666.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15942 | PA      | $16143.24     | 0.01%             | 2027-04-17      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032658.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $2597.30      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264771.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1673.76      | 0.00%             | 2026-12-16      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.97        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992493485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.50        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892391.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $51.96        | 0.00%             | 2026-10-21      | Fixed         | 22.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781507.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4220 | PA      | $4176.45      | 0.00%             | 2025-03-14      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415824.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $496.99       | 0.00%             | 2025-04-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931032.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9021 | PA      | $5350.64      | 0.00%             | 2027-09-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781578.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13129 | PA      | $13002.64     | 0.00%             | 2027-03-14      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $479.35       | 0.00%             | 2025-03-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133362.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $3852.61      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645250.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $2651.31      | 0.00%             | 2024-11-26      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006918.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4506 | PA      | $4312.22      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788648.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $3280.09      | 0.00%             | 2027-03-14      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740514.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13623 | PA      | $13082.39     | 0.00%             | 2027-04-05      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $40.70        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114867.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.19        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275022.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $75.12        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12851953.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41298 | PA      | $41841.00     | 0.01%             | 2027-04-15      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027431.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $9163.32      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $179.05       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064581.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14490 | PA      | $13754.35     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126079.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4446 | PA      | $4152.77      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.98        | 0.00%             | 2025-03-12      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992486047.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.67        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $-0.05        | -0.00%            | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $150.97       | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779350.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $146.51       | 0.00%             | 2027-03-14      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032586.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10569 | PA      | $10035.74     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14439411.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39173 | PA      | $39652.36     | 0.01%             | 2027-06-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2470630.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1631.15      | 0.00%             | 2027-01-20      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267939.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2450 | PA      | $2419.47      | 0.00%             | 2027-05-17      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992555450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.53        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $1450.78      | 0.00%             | 2024-04-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700988.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $5604.38      | 0.00%             | 2025-01-12      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992606495.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $446.05       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14523480.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14618 | PA      | $14653.90     | 0.01%             | 2025-07-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372285.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24961 | PA      | $25067.55     | 0.01%             | 2025-05-01      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927877.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $1046.43      | 0.00%             | 2027-04-11      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782699.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25134 | PA      | $24973.49     | 0.01%             | 2027-03-14      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016976.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $3182.43      | 0.00%             | 2028-11-10      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $198.31       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411409.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $201.35       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2936226.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $3549.55      | 0.00%             | 2025-04-12      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784387.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23260 | PA      | $23032.55     | 0.01%             | 2027-03-14      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783739.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7386 | PA      | $7331.73      | 0.00%             | 2027-03-14      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269695.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6455 | PA      | $6373.88      | 0.00%             | 2026-12-17      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023371.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1828.53      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442265.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $224.77       | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790249.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $6628.10      | 0.00%             | 2027-03-14      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734074.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12255 | PA      | $11844.25     | 0.00%             | 2025-03-23      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187002032.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30834 | PA      | $29618.76     | 0.01%             | 2025-03-14      | Fixed         | 7.59%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017356.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8600 | PA      | $619.47       | 0.00%             | 2024-11-10      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780368.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1825.17      | 0.00%             | 2027-03-14      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.00        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $740.73       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                                        | Newark BSL CLO 1 Ltd., Series 2016-1A, Class CR                                                 | CUSIP: 65023TAM4<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918968.95    | 0.32%             | 2029-12-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992633562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.10        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.82         | 0.00%             | 2027-12-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10932376.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5165 | PA      | $5165.50      | 0.00%             | 2024-10-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4089800 | PA      | $3495203.56   | 1.22%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082700.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.77        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785329.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6974 | PA      | $6861.10      | 0.00%             | 2027-03-14      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $2859.67      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991949036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.99        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2740721.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $2917.54      | 0.00%             | 2027-03-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052257.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1192.38      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790694.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $138.11       | 0.00%             | 2027-03-14      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $152.63       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991865031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $608.84       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $438.43       | 0.00%             | 2024-04-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $801.20       | 0.00%             | 2025-04-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2834.17      | 0.00%             | 2024-11-24      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928194.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3126 | PA      | $3087.66      | 0.00%             | 2027-04-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $33.69        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992481779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $3438.45      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017170.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5821 | PA      | $3987.69      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992619976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $356.58       | 0.00%             | 2025-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Onsite Rental Group Operations Pty. Ltd.                                     | Onsite Rental Group Operations Pty. Ltd.                                                        | CUSIP: N/A<br>LEI: 5493008YQUVFPVW2VW35       | Long             | EC               | CORP              | AU        |    522133 | NS      | $44659.24     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.48         | 0.00%             | 2025-03-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935513.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5753 | PA      | $5668.71      | 0.00%             | 2025-04-12      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12882137.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39174 | PA      | $39487.47     | 0.01%             | 2025-03-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                  | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                                           | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64960 | PA      | $64049.29     | 0.02%             | 2026-03-15      | Variable      | 15.36%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185367638.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21278 | PA      | $20712.60     | 0.01%             | 2027-01-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157447.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10086 | PA      | $9583.42      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934068.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $4847.86      | 0.00%             | 2027-04-12      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $598.80       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707662.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4571 | PA      | $4379.07      | 0.00%             | 2025-02-14      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.12        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6578 | PA      | $6187.30      | 0.00%             | 2027-03-21      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787407.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3306 | PA      | $3273.74      | 0.00%             | 2027-03-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261708.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2730 | PA      | $2710.52      | 0.00%             | 2026-12-16      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $64.93        | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA                                                                                            | CUSIP: 31405QDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43982 | PA      | $43725.76     | 0.02%             | 2034-07-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.72        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363717.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $146.34       | 0.00%             | 2025-04-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 164413184.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $330.98       | 0.00%             | 2033-01-27      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016091.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $4241.42      | 0.00%             | 2026-11-10      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929501.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23877 | PA      | $23708.21     | 0.01%             | 2027-04-11      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.25        | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Nordstrom, Inc.                                                              | Nordstrom, Inc.                                                                                 | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834350.00    | 0.29%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1996396.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $1999.06      | 0.00%             | 2026-11-10      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111589.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2538.48      | 0.00%             | 2027-04-24      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.38        | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.27         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051661.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2197.66      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13301735.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6819 | PA      | $687.61       | 0.00%             | 2025-03-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.44       | 0.00%             | 2025-03-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781984.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4463 | PA      | $4420.47      | 0.00%             | 2027-03-14      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091676.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $106.48       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12673950.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9927 | PA      | $10034.53     | 0.00%             | 2025-04-08      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10775 | PA      | $10653.63     | 0.00%             | 2027-02-18      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185869462.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3764.27      | 0.00%             | 2025-02-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.19        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780789.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $213.21       | 0.00%             | 2027-03-14      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350167.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $358.26       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010445.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4813 | PA      | $4567.39      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018172.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $962.32       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992538920.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $20.59        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206574.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $9.12         | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6188835.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5373 | PA      | $5002.34      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930583.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40199 | PA      | $39918.77     | 0.01%             | 2027-04-11      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419762.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.21        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.58       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $184.19       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931011.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1637.72      | 0.00%             | 2027-04-11      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992591786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.86         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 163949520.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9883 | PA      | $9134.25      | 0.00%             | 2024-12-30      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $148.49       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779230.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9270 | PA      | $9181.48      | 0.00%             | 2027-03-14      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788638.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $464.53       | 0.00%             | 2027-03-14      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051470.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3087.57      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145017.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20741 | PA      | $19382.08     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236730.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $198.63       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750246.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1935 | PA      | $14.10        | 0.00%             | 2027-04-06      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14264510.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7207 | PA      | $7293.13      | 0.00%             | 2024-06-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263026.50    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111816.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $2044.55      | 0.00%             | 2026-11-24      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932542.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15671 | PA      | $15497.54     | 0.01%             | 2027-04-12      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654620.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4701 | PA      | $4660.65      | 0.00%             | 2027-02-18      | Fixed         | 20.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.16        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $505.75       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934330.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9748 | PA      | $9657.92      | 0.00%             | 2027-04-12      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788027.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6106 | PA      | $6042.33      | 0.00%             | 2027-08-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14421841.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10997 | PA      | $10992.44     | 0.00%             | 2027-07-01      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784612.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39644 | PA      | $39276.66     | 0.01%             | 2027-03-14      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785703.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46841 | PA      | $44318.47     | 0.02%             | 2027-03-14      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $160.00       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066571.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9810 | PA      | $9358.26      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 172426858.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7353 | PA      | $7174.86      | 0.00%             | 2023-11-30      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $11.83        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1207 | PA      | $1253.90      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $202.07       | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017395.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5305 | PA      | $5262.91      | 0.00%             | 2026-11-10      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                               | Cloudera, Inc., Second Lien Term Loan                                                           | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165289 | PA      | $138636.37    | 0.05%             | 2029-10-08      | Variable      | 10.38%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992620607.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $543.63       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $810.48       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037169.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2218.16      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147305.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2154.92      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471391.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $675.55       | 0.00%             | 2027-01-20      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740493.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12261 | PA      | $10048.18     | 0.00%             | 2025-03-23      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992047829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6247 | PA      | $6473.74      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $225.92       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $901.21       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $-11.56       | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                                              | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343712.00    | 0.12%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784190.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1497.05      | 0.00%             | 2027-03-14      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11034532.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23612 | PA      | $23952.58     | 0.01%             | 2025-12-13      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991905180.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $868.95       | 0.00%             | 2024-02-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474062.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7922 | PA      | $7536.26      | 0.00%             | 2029-01-20      | Fixed         | 27.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $367.94       | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266091.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8621 | PA      | $8512.46      | 0.00%             | 2027-05-16      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721049.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7833 | PA      | $7537.02      | 0.00%             | 2025-02-15      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066282.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $498.78       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5214 | PA      | $5177.48      | 0.00%             | 2026-11-10      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178504.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.65       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407152.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $159.53       | 0.00%             | 2027-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099500.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $443.63       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238365.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $590.50       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018137.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17919 | PA      | $17802.71     | 0.01%             | 2026-11-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992060916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.49        | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $420.26       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $31.90        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.33        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783630.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24703 | PA      | $24370.39     | 0.01%             | 2027-03-14      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $258.75       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477866.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7657 | PA      | $7277.53      | 0.00%             | 2027-06-21      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141668.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12373 | PA      | $11708.38     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1680763.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $6837.98      | 0.00%             | 2024-12-17      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $202.46       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266313.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $538.04       | 0.00%             | 2026-12-16      | Fixed         | 26.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1818.32      | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480346.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2116 | PA      | $2100.82      | 0.00%             | 2027-01-21      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996581.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $3940.73      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785787.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4325.09      | 0.00%             | 2027-03-14      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779718.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17858 | PA      | $17689.90     | 0.01%             | 2027-03-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743240.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5541 | PA      | $5326.90      | 0.00%             | 2025-03-22      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721580.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1221.59      | 0.00%             | 2026-09-16      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185150236.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15619 | PA      | $15258.62     | 0.01%             | 2027-01-24      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234240.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $68.12        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262699.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4720 | PA      | $4654.11      | 0.00%             | 2027-05-16      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266887.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5984 | PA      | $5911.14      | 0.00%             | 2026-12-16      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650992.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2520 | PA      | $2420.32      | 0.00%             | 2026-11-05      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc., First Lien Term Loan                                            | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    968387 | PA      | $955071.48    | 0.33%             | 2026-03-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780278.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40189 | PA      | $39800.82     | 0.01%             | 2027-03-14      | Fixed         | 27.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024891.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6610 | PA      | $6198.79      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992594378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $254.73       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13438480.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12909 | PA      | $12963.47     | 0.00%             | 2027-03-21      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10105795.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18953 | PA      | $19043.86     | 0.01%             | 2026-08-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187126669.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19604 | PA      | $18431.32     | 0.01%             | 2027-03-15      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1606805.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12054 | PA      | $11525.64     | 0.00%             | 2026-08-17      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Epicor Software Corp. / Eagle Parent, Inc.                                   | Epicor Software Corp. / Eagle Parent Inc., Term Loan C                                          | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    658883 | PA      | $634135.54    | 0.22%             | 2027-07-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                                                   | Penn National Gaming, Inc., Term Loan B                                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109664 | PA      | $108757.60    | 0.04%             | 2029-05-03      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368603.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $469.44       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $2013.15      | 0.00%             | 2025-04-11      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992547851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $-1.13        | -0.00%            | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269782.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7299 | PA      | $7261.38      | 0.00%             | 2026-12-17      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.09        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003850.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2210.39      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010800.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $957.91       | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783496.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10145 | PA      | $10051.73     | 0.00%             | 2027-03-14      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1748103.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9440 | PA      | $8999.18      | 0.00%             | 2025-03-30      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131003.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.62        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992481160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $638.92       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331933.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2554 | PA      | $287.04       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928012.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5151 | PA      | $5095.19      | 0.00%             | 2027-04-11      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023504.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13631 | PA      | $10880.44     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784182.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6895 | PA      | $6829.69      | 0.00%             | 2027-03-14      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096 | PA      | $1980.87      | 0.00%             | 2029-01-20      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157569.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $342.69       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146627.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $577.52       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $241.50       | 0.00%             | 2025-04-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000377.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $477.48       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14216111.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14046 | PA      | $14123.04     | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414574.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $949.52       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| NESCO Holdings II, Inc.                                                      | NESCO Holdings II, Inc.                                                                         | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438150.00    | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33567 | PA      | $33044.89     | 0.01%             | 2026-11-10      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930442.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16224 | PA      | $16066.67     | 0.01%             | 2027-04-11      | Fixed         | 13.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404710.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.46        | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269722.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.97        | 0.00%             | 2024-03-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1341491.70   | 0.47%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112213.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6062 | PA      | $6049.77      | 0.00%             | 2026-11-24      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6187330.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1303.94      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.09        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $137.19       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720842.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1362.18      | 0.00%             | 2026-09-16      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992314331.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.36       | 0.00%             | 2024-04-14      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653083.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $3900.32      | 0.00%             | 2025-07-18      | Fixed         | 23.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352549.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $662.36       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695040.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11174 | PA      | $10706.06     | 0.00%             | 2025-01-13      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $31.86        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991911402.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $476.47       | 0.00%             | 2025-03-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Onsite Rental Group Operations Pty. Ltd.                                     | Onsite Rental Group Operations Pty. Ltd.                                                        | CUSIP: N/A<br>LEI: 5493008YQUVFPVW2VW35       | Long             | DBT              | CORP              | AU        |    952561 | PA      | $993521.75    | 0.35%             | 2023-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $552.90       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14247820.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22699 | PA      | $22931.73     | 0.01%             | 2027-05-02      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309552.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $239.01       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $292.16       | 0.00%             | 2025-04-14      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991878918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $134.11       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3371.18      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $439.45       | 0.00%             | 2024-04-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162977.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5656 | PA      | $5225.84      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779872.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1711.39      | 0.00%             | 2027-03-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.23       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295741.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $227.64       | 0.00%             | 2024-04-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236245.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.71       | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784428.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5608 | PA      | $400.81       | 0.00%             | 2027-03-14      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779712.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2182.23      | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $2.31         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932591.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1392.36      | 0.00%             | 2027-04-12      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029348.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12403 | PA      | $11849.93     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                   | ASP Unifrax Holdings, Inc.                                                                      | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241797.51    | 0.08%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931369.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11135 | PA      | $799.91       | 0.00%             | 2027-04-11      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149993.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6288 | PA      | $5931.43      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $117.38       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $98.17        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474491.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3782.75      | 0.00%             | 2027-01-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $56.03        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $408.58       | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.94         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992282729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2254 | PA      | $2270.86      | 0.00%             | 2024-04-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782918.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4097 | PA      | $4058.29      | 0.00%             | 2027-03-14      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206246.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.49        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992635264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.10        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024617.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.89        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750243.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8170 | PA      | $7815.89      | 0.00%             | 2025-04-06      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Radian Group, Inc.                                                           | Radian Group, Inc.                                                                              | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    900000 | PA      | $889316.64    | 0.31%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654532.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $7791.33      | 0.00%             | 2027-02-18      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.31        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303807.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $364.55       | 0.00%             | 2024-04-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6154047.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $11169.96     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1738949.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5858 | PA      | $5564.80      | 0.00%             | 2025-03-30      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $214.56       | 0.00%             | 2025-04-01      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $101.06       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.94       | 0.00%             | 2025-03-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135750.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2313.97      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.30        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927833.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1392.18      | 0.00%             | 2027-04-11      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992585077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $266.34       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2925082.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $3997.90      | 0.00%             | 2027-04-11      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288301.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1362.27      | 0.00%             | 2027-04-11      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992551231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.93        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.47        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789036.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22689 | PA      | $22473.57     | 0.01%             | 2027-03-14      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655340.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10117 | PA      | $9688.00      | 0.00%             | 2026-10-27      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978930.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $136.77       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2549.05      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740595.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1348.70      | 0.00%             | 2025-03-23      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165364.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.91        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269551.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1755.22      | 0.00%             | 2024-12-17      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992576385.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2960 | PA      | $3072.48      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $95.16        | 0.00%             | 2025-04-19      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.01         | 0.00%             | 2027-10-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2936118.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1580.31      | 0.00%             | 2025-04-12      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650974.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12411 | PA      | $11923.64     | 0.00%             | 2026-11-05      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12840850.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13313 | PA      | $13415.95     | 0.00%             | 2025-02-21      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930769.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12805 | PA      | $12686.68     | 0.00%             | 2027-04-11      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895590.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9370 | PA      | $1428.31      | 0.00%             | 2026-10-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.19         | 0.00%             | 2027-06-29      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431042.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17932 | PA      | $18146.56     | 0.01%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.15        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269795.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $1035.05      | 0.00%             | 2026-12-17      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932657.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1206.36      | 0.00%             | 2027-04-12      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $887.41       | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265915.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $2075.08      | 0.00%             | 2024-12-16      | Fixed         | 9.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653301.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1904.97      | 0.00%             | 2025-02-18      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187819878.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18335 | PA      | $17580.63     | 0.01%             | 2027-04-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103854.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15580 | PA      | $15398.41     | 0.01%             | 2026-11-24      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932158.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3799 | PA      | $3760.26      | 0.00%             | 2025-04-11      | Fixed         | 7.54%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $283.33       | 0.00%             | 2025-03-15      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094412.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.73        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187759921.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32593 | PA      | $3888.96      | 0.00%             | 2027-03-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085994.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.62        | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992491442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.80       | 0.00%             | 2024-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476780.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4302.69      | 0.00%             | 2027-01-21      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779765.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $471.19       | 0.00%             | 2027-03-14      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2290.11      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930022.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $2201.17      | 0.00%             | 2027-04-11      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187875007.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $9181.00      | 0.00%             | 2027-04-15      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785136.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2909.34      | 0.00%             | 2027-03-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143690.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $121.35       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $485.87       | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.61        | 0.00%             | 2025-04-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790096.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $125.55       | 0.00%             | 2027-08-14      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $991.00       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147410.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.00        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372947.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22985 | PA      | $23118.99     | 0.01%             | 2026-06-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255744.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176156.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11926 | PA      | $11233.09     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781314.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9700 | PA      | $9610.04      | 0.00%             | 2027-08-14      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992438671.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $85.65        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472122.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3980.25      | 0.00%             | 2029-01-20      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656874.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2874.08      | 0.00%             | 2027-02-18      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656202.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1060.84      | 0.00%             | 2027-02-18      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991966882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $7.52         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992573800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $213.12       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10777722.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4187 | PA      | $4197.88      | 0.00%             | 2025-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992026503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.81       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $504.47       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $-17.55       | -0.00%            | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785503.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1693.92      | 0.00%             | 2025-03-14      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6155630.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24857 | PA      | $23607.93     | 0.01%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789118.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13491 | PA      | $13312.14     | 0.00%             | 2027-03-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137705.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $624.48       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790024.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1765.21      | 0.00%             | 2027-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $705.72       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074408.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $146.35       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14595190.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37897 | PA      | $37597.19     | 0.01%             | 2027-07-05      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2760019.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2249.27      | 0.00%             | 2027-03-14      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478495.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8352 | PA      | $8306.96      | 0.00%             | 2027-01-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992562150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $5.12         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Structured Asset Investment Loan Trust                                       | Structured Asset Investment Loan Trust, Series 2003-BC2, Class M3                               | CUSIP: 86358EAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13987 | PA      | $14499.30     | 0.01%             | 2033-04-25      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12050720.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $8311.81      | 0.00%             | 2026-01-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111515.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $4946.54      | 0.00%             | 2026-11-24      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $459.60       | 0.00%             | 2025-04-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992541827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-08-17      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $193.60       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $16.20        | 0.00%             | 2025-04-14      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475291.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1496.85      | 0.00%             | 2025-01-20      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992547442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.19         | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787789.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1334.21      | 0.00%             | 2027-03-14      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016990.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6759 | PA      | $6457.94      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396234.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $335.09       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $864.14       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654132.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18520 | PA      | $18360.40     | 0.01%             | 2027-02-18      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783215.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9773 | PA      | $1467.19      | 0.00%             | 2027-03-14      | Fixed         | 26.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992542579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $275.47       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187337224.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37446 | PA      | $36054.92     | 0.01%             | 2027-04-16      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322383.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1147.06      | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.40        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $142.89       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992570603.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.23        | 0.00%             | 2024-04-19      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016785.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $1017.76      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.79        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6142164.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4840 | PA      | $4581.52      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931735.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4458 | PA      | $4391.77      | 0.00%             | 2025-04-11      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.00        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127135.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1021.01      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056442.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3445.62      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928712.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $3214.70      | 0.00%             | 2027-04-11      | Fixed         | 25.91%                | No            |                  3 | On Loan: No      |
| Icon Public Ltd. Co.                                                         | Icon Public Ltd. Co., Term Loan                                                                 | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92486 | PA      | $92324.73     | 0.03%             | 2028-07-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2347.70      | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154936.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.39        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $164.98       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664799.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9869 | PA      | $9508.05      | 0.00%             | 2024-11-08      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655034.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $3552.41      | 0.00%             | 2027-02-18      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $324.07       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144854.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $156.42       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6152842.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6921 | PA      | $6272.71      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.49        | 0.00%             | 2024-03-11      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $-2.18        | -0.00%            | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $892.02       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673528.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21688 | PA      | $20723.90     | 0.01%             | 2026-12-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $406.26       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473102.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5650 | PA      | $5607.84      | 0.00%             | 2029-01-20      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015923.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $7064.68      | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265289.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $3196.23      | 0.00%             | 2026-12-16      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126118.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $918.62       | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656298.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2950.20      | 0.00%             | 2027-02-18      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783357.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21974 | PA      | $21818.29     | 0.01%             | 2027-03-14      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5991690.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41603 | PA      | $39574.25     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6208363.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6258.90      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991961425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $514.68       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788273.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9262 | PA      | $9171.44      | 0.00%             | 2025-03-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780207.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7925 | PA      | $7846.87      | 0.00%             | 2027-03-14      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656323.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $26.65        | 0.00%             | 2027-02-18      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $594.26       | 0.00%             | 2025-04-16      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $130.30       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13664871.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6456 | PA      | $6373.50      | 0.00%             | 2025-05-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $189.49       | 0.00%             | 2024-04-13      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111033.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1393.93      | 0.00%             | 2024-11-24      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13418445.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46937 | PA      | $46930.59     | 0.02%             | 2027-03-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784381.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1864.60      | 0.00%             | 2027-03-14      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2774639.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6906 | PA      | $6838.31      | 0.00%             | 2027-03-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992569703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $388.56       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13253640.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14080 | PA      | $14245.04     | 0.00%             | 2027-03-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198075.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $142.74       | 0.00%             | 2024-04-02      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $140.12       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402013.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.68         | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1679056.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4326.97      | 0.00%             | 2026-12-15      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986133.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1780.98      | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $104.61       | 0.00%             | 2024-03-23      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637586.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6720 | PA      | $6485.10      | 0.00%             | 2024-10-10      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169671.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5171 | PA      | $4853.93      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929182.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27908 | PA      | $27603.50     | 0.01%             | 2027-04-11      | Fixed         | 32.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1159.42      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932031.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $2027.10      | 0.00%             | 2027-04-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052621.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1894.83      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780229.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2220.67      | 0.00%             | 2027-03-14      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016450.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6502 | PA      | $6417.41      | 0.00%             | 2026-11-10      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992254629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $755.94       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.38       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674073.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26972 | PA      | $27033.37     | 0.01%             | 2027-04-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $314.03       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992607665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $114.61       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1737779.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8277 | PA      | $8139.12      | 0.00%             | 2027-03-29      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp.                                                                              | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1106534.00   | 0.39%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474658.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4266.03      | 0.00%             | 2027-01-20      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262594.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $854.95       | 0.00%             | 2026-12-16      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2166539.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11316 | PA      | $11182.56     | 0.00%             | 2024-12-16      | Fixed         | 28.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227226.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4072 | PA      | $3730.81      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.45        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2418.67      | 0.00%             | 2025-04-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11743320.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17818 | PA      | $18022.24     | 0.01%             | 2026-12-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2756.49      | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $185.32       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992624421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $177.47       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187318217.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25384 | PA      | $24767.30     | 0.01%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475523.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8908 | PA      | $1201.92      | 0.00%             | 2027-01-20      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720294.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2167.42      | 0.00%             | 2026-09-16      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991898820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $311.05       | 0.00%             | 2025-02-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786526.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $432.40       | 0.00%             | 2027-03-14      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $122.21       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058964.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22294 | PA      | $19391.18     | 0.01%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $171.24       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157815.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $4595.52      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992440167.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.60        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50672 | PA      | $52872.89     | 0.02%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094325.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $702.55       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785351.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1472.66      | 0.00%             | 2027-03-14      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10671065.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8123 | PA      | $8219.50      | 0.00%             | 2025-10-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6002922.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13470 | PA      | $12915.73     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $201.61       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657051.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1520.87      | 0.00%             | 2027-02-18      | Fixed         | 23.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $273.11       | 0.00%             | 2024-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $322.85       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11888471.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20851 | PA      | $21129.81     | 0.01%             | 2027-04-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $218.61       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6155581.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $3053.38      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782365.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $4576.30      | 0.00%             | 2027-03-14      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451994.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $1.50         | 0.00%             | 2027-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.13        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14384473.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10628 | PA      | $3359.23      | 0.00%             | 2027-05-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785522.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7969 | PA      | $7866.37      | 0.00%             | 2025-03-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928413.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1558.48      | 0.00%             | 2027-04-11      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303345.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3679 | PA      | $256.33       | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739635.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17991 | PA      | $17145.14     | 0.01%             | 2027-03-22      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645247.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12560 | PA      | $12102.51     | 0.00%             | 2026-10-27      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382341.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $94.44        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $115.33       | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261853.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1232.25      | 0.00%             | 2026-12-16      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $839.60       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377107.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1479.83      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $34.11        | 0.00%             | 2025-03-09      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989388.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.90        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $141.31       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265797.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7451 | PA      | $7372.01      | 0.00%             | 2027-05-16      | Fixed         | 31.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200219.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6576 | PA      | $6060.98      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bath & Body Works, Inc.                                                      | Bath & Body Works, Inc.                                                                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470056.50    | 0.16%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929710.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11136 | PA      | $11015.34     | 0.00%             | 2027-04-11      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785887.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2463 | PA      | $2428.56      | 0.00%             | 2025-03-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448379.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $80.79        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755831.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31327 | PA      | $30369.69     | 0.01%             | 2027-04-11      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2924601.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4097 | PA      | $4050.24      | 0.00%             | 2027-04-11      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6188758.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $2935.97      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784641.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14205 | PA      | $14070.97     | 0.00%             | 2027-03-14      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367708.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $487.18       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6244877.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3949 | PA      | $3679.82      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928992.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9060 | PA      | $8973.25      | 0.00%             | 2027-04-11      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474425.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $4474.55      | 0.00%             | 2027-01-20      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267325.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $660.42       | 0.00%             | 2026-12-17      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1049.83      | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016117.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $297.75       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $259.02       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255010.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2850 | PA      | $2629.22      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $335.65       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13484600.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16678 | PA      | $16666.06     | 0.01%             | 2027-05-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481282.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $652.71       | 0.00%             | 2025-01-21      | Fixed         | 9.20%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788735.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4660 | PA      | $4409.65      | 0.00%             | 2027-03-14      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $2443.85      | 0.00%             | 2025-04-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929669.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $70.70        | 0.00%             | 2027-04-11      | Fixed         | 25.06%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -897000 | PA      | $-897000.00   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369085.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $1105.70      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12778979.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26500 | PA      | $26643.08     | 0.01%             | 2027-03-28      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236749.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.72        | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779878.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12704 | PA      | $12591.59     | 0.00%             | 2027-03-14      | Fixed         | 20.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11804177.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27146 | PA      | $27283.72     | 0.01%             | 2026-12-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800126.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7689 | PA      | $7774.61      | 0.00%             | 2024-04-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1614442.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2863.89      | 0.00%             | 2024-08-25      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $237.29       | 0.00%             | 2027-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.06       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187636626.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9740 | PA      | $9515.76      | 0.00%             | 2027-03-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721525.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3715 | PA      | $3678.86      | 0.00%             | 2024-09-16      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036437.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11379 | PA      | $10056.22     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782452.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9007 | PA      | $8925.20      | 0.00%             | 2027-03-14      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787570.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3362.05      | 0.00%             | 2027-03-14      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                     | Bausch Health Cos., Inc., Second Lien Term Loan                                                 | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    369414 | PA      | $282295.33    | 0.10%             | 2027-02-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992567531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $9.86         | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $77.54        | 0.00%             | 2025-04-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $176.51       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265320.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $856.21       | 0.00%             | 2026-12-16      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392229.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.98        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $949.25       | 0.00%             | 2025-04-03      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $11.50        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14369074.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45801 | PA      | $46533.44     | 0.02%             | 2027-06-25      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784609.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5834 | PA      | $5757.99      | 0.00%             | 2027-03-14      | Fixed         | 22.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $194.80       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934363.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7190 | PA      | $4279.39      | 0.00%             | 2027-04-12      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11924087.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15788 | PA      | $15965.62     | 0.01%             | 2027-04-07      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $181.73       | 0.00%             | 2025-04-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991818.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.25       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263559.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6823 | PA      | $1982.54      | 0.00%             | 2026-12-16      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456573.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $276.36       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13300513.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $5985.36      | 0.00%             | 2025-03-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735697.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $1874.81      | 0.00%             | 2025-03-25      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $220.83       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045776.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $3075.33      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.68       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13624563.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11368 | PA      | $11380.06     | 0.00%             | 2027-05-23      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062387.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $193.01       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953301.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $747.11       | 0.00%             | 2025-03-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992311725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.96        | 0.00%             | 2024-04-03      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514506.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $131.15       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14253507.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41722 | PA      | $42351.29     | 0.01%             | 2025-06-23      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732922.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29309 | PA      | $28428.05     | 0.01%             | 2027-03-22      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $505.92       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932342.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3191.69      | 0.00%             | 2027-04-11      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780027.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2793 | PA      | $2767.09      | 0.00%             | 2027-03-14      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783988.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3974.52      | 0.00%             | 2025-03-14      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476930.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $277.04       | 0.00%             | 2027-01-21      | Fixed         | 32.05%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187080057.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5549 | PA      | $5432.15      | 0.00%             | 2025-03-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783368.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7573 | PA      | $2181.86      | 0.00%             | 2027-03-14      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2007819.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8622 | PA      | $8557.56      | 0.00%             | 2026-11-10      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1677.89      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.61       | 0.00%             | 2025-02-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136112.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3801 | PA      | $3622.29      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.17        | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.57        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894061.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4387.80      | 0.00%             | 2026-10-21      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657188.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $33.31        | 0.00%             | 2027-02-18      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187636332.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2400.24      | 0.00%             | 2025-03-30      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783747.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4438.21      | 0.00%             | 2027-03-14      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1676924.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4570 | PA      | $191.56       | 0.00%             | 2026-12-22      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185305116.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7438 | PA      | $7226.04      | 0.00%             | 2025-01-20      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.37         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281998.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $913.81       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002282.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.11        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.59        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785379.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26365 | PA      | $26124.92     | 0.01%             | 2027-03-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268401.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2883.42      | 0.00%             | 2026-12-17      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995671.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4721.13      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2025-02-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927841.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3883.06      | 0.00%             | 2027-04-11      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $2553.57      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991926438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $392.58       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265833.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1085.11      | 0.00%             | 2024-12-16      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10781246.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13305 | PA      | $13477.06     | 0.00%             | 2026-11-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742880.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1395.14      | 0.00%             | 2025-03-22      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992554813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $385.64       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.71        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141982.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9018 | PA      | $8495.09      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474510.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $8.94         | 0.00%             | 2025-01-20      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2026.29      | 0.00%             | 2024-11-10      | Fixed         | 29.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481405.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5401 | PA      | $5365.06      | 0.00%             | 2029-06-21      | Fixed         | 27.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930012.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7636 | PA      | $7521.67      | 0.00%             | 2025-04-11      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211041.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.47        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992284980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1426.95      | 0.00%             | 2025-04-14      | Fixed         | 17.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $109.66       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $156.76       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991966429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $79.13        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                          | Hilton Grand Vacations Borrower LLC, Term Loan                                                  | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    671290 | PA      | $667682.30    | 0.23%             | 2028-08-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928958.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $927.60       | 0.00%             | 2027-04-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784031.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8893 | PA      | $2623.86      | 0.00%             | 2027-03-14      | Fixed         | 29.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12838144.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27400 | PA      | $27494.46     | 0.01%             | 2027-04-15      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $153.19       | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157868.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2099.29      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31410SQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8445 | PA      | $8788.88      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.46        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187054481.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22778 | PA      | $22106.49     | 0.01%             | 2027-03-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477803.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35075 | PA      | $34887.47     | 0.01%             | 2027-01-21      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929535.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31508 | PA      | $31168.63     | 0.01%             | 2027-04-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782812.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11465 | PA      | $806.33       | 0.00%             | 2027-03-14      | Fixed         | 32.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $5.95         | 0.00%             | 2024-04-04      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991926271.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $86.22        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2778983.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8548 | PA      | $8467.07      | 0.00%             | 2027-03-14      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471587.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1777.56      | 0.00%             | 2027-01-20      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20086 | PA      | $19940.81     | 0.01%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477090.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5026 | PA      | $4999.18      | 0.00%             | 2027-01-21      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.52         | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476196.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1675.70      | 0.00%             | 2027-01-21      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653161.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8828 | PA      | $8724.59      | 0.00%             | 2027-02-18      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1437.54      | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $503.22       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928101.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $2963.39      | 0.00%             | 2027-04-11      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471736.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2584.88      | 0.00%             | 2025-01-20      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894090.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12611 | PA      | $12433.86     | 0.00%             | 2026-10-21      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015254.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23947 | PA      | $1698.88      | 0.00%             | 2026-11-10      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240522.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.85        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781585.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1066.03      | 0.00%             | 2027-03-14      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189962.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1302.77      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12887499.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7865 | PA      | $7944.21      | 0.00%             | 2026-02-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $265.61       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932832.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19321 | PA      | $19136.66     | 0.01%             | 2027-04-12      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135377.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2505 | PA      | $2371.74      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788841.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $69.59        | 0.00%             | 2027-03-14      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242101.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3124.54      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657124.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8431 | PA      | $8352.10      | 0.00%             | 2027-02-18      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14230815.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22046 | PA      | $22406.33     | 0.01%             | 2026-06-20      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991457.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.59        | 0.00%             | 2025-03-09      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126130.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $2965.41      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788067.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5729 | PA      | $5678.04      | 0.00%             | 2027-03-14      | Fixed         | 30.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789307.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2330.02      | 0.00%             | 2027-08-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.16        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261469.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2741.57      | 0.00%             | 2026-12-16      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267887.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $4283.41      | 0.00%             | 2026-12-17      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10760354.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16422 | PA      | $16683.43     | 0.01%             | 2026-11-23      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991966512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $215.50       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476973.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $299.72       | 0.00%             | 2027-01-21      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $75.69        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991862548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $8.81         | 0.00%             | 2025-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928927.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12134 | PA      | $11997.29     | 0.00%             | 2027-04-11      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Motion Bondco DAC                                                            | Motion Bondco DAC                                                                               | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $172488.59    | 0.06%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111999.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9530 | PA      | $9393.73      | 0.00%             | 2026-11-24      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992277516.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $10.68        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $8.86         | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069217.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $147.53       | 0.00%             | 2024-03-22      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.00        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654047.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6799 | PA      | $6706.86      | 0.00%             | 2027-02-18      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786432.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5559 | PA      | $5499.87      | 0.00%             | 2027-08-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390380.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $344.30       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168120797.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2950.46      | 0.00%             | 2023-03-31      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994388.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $488.31       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992557834.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $191.23       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14423027.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31411 | PA      | $31938.72     | 0.01%             | 2027-06-30      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783504.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3160 | PA      | $3129.91      | 0.00%             | 2027-03-14      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1241.74      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6175818.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15718 | PA      | $14706.76     | 0.01%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780236.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30575 | PA      | $30353.80     | 0.01%             | 2027-03-14      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       668 | PA      | $669.01       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784355.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2759.00      | 0.00%             | 2027-03-14      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992438752.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $565.37       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268244.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7362 | PA      | $7321.17      | 0.00%             | 2026-12-17      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6132800.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4720.78      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235469.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $933.63       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364692.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $180.64       | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734938.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3855.94      | 0.00%             | 2025-03-24      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654520.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2893.44      | 0.00%             | 2027-02-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740736.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $3416.04      | 0.00%             | 2025-03-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722215.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2894.92      | 0.00%             | 2026-09-16      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721654.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1598.27      | 0.00%             | 2024-09-16      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188026351.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17348 | PA      | $16827.69     | 0.01%             | 2027-04-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $236.79       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6168900.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8665 | PA      | $8069.91      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016545.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $5564.66      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186036682.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19404 | PA      | $18851.68     | 0.01%             | 2025-02-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $302.50       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930346.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $899.27       | 0.00%             | 2027-04-11      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.65        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12932857.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8977 | PA      | $9000.32      | 0.00%             | 2027-05-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022553.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $985.04       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2017-4A, Class C                                                    | CUSIP: 14315BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $910505.08    | 0.32%             | 2030-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991852151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.37        | 0.00%             | 2024-02-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789391.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $2354.78      | 0.00%             | 2027-03-14      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.07        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481665.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3459.05      | 0.00%             | 2027-01-21      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013492.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3955 | PA      | $3373.84      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787195.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8952 | PA      | $8798.23      | 0.00%             | 2025-03-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $617.45       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $557.85       | 0.00%             | 2024-03-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250041.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $8383.49      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992316285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $493.85       | 0.00%             | 2025-04-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785689.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1933.34      | 0.00%             | 2027-03-14      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $550.29       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1610149.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7982 | PA      | $7689.63      | 0.00%             | 2026-08-18      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $110.55       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138YPVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7405 | PA      | $6888.90      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $6.03         | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163634.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $223.17       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372790.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $-0.62        | -0.00%            | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657227.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $182.18       | 0.00%             | 2027-02-18      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187776036.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7233 | PA      | $7075.47      | 0.00%             | 2027-03-30      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992409052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $111.57       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $241.47       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929722.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1741.96      | 0.00%             | 2027-04-11      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744371.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4723 | PA      | $4543.88      | 0.00%             | 2025-03-24      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477335.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10826 | PA      | $10731.83     | 0.00%             | 2025-01-21      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187818729.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32305 | PA      | $31572.69     | 0.01%             | 2027-03-31      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993852.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8360 | PA      | $8666.64      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $95.82        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477744.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31036 | PA      | $30872.16     | 0.01%             | 2027-01-21      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.66        | 0.00%             | 2024-04-04      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784820.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2475 | PA      | $2432.35      | 0.00%             | 2025-03-14      | Fixed         | 29.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755927.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8086 | PA      | $7839.71      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $534.67       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992473532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $210.08       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780125.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19907 | PA      | $19643.63     | 0.01%             | 2027-03-14      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744880.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13723 | PA      | $12991.05     | 0.00%             | 2027-04-08      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928677.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5170 | PA      | $372.62       | 0.00%             | 2025-04-11      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472048.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $11.75        | 0.00%             | 2028-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992633878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.21        | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11030753.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12336 | PA      | $4372.31      | 0.00%             | 2024-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992587068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $335.41       | 0.00%             | 2025-04-20      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110396.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4394 | PA      | $670.33       | 0.00%             | 2027-04-24      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112057.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3357.70      | 0.00%             | 2026-11-24      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362279.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.55        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $951.82       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997540.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3462.37      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017693.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1294.58      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653273.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22817 | PA      | $22681.24     | 0.01%             | 2027-02-18      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1002625 | PA      | $-1002625.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934105.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46359 | PA      | $45853.72     | 0.02%             | 2027-04-12      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270459.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11301 | PA      | $11166.68     | 0.00%             | 2026-12-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265959.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1033.03      | 0.00%             | 2024-12-16      | Fixed         | 8.89%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992534888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $1146.41      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $15.44        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Magnetite XXII Ltd.                                                          | Magnetite XXII Ltd., Series 2019-22A, Class DR                                                  | CUSIP: 55954HAS1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $941358.61    | 0.33%             | 2031-04-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187359933.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $3222.48      | 0.00%             | 2027-03-18      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685184.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12691 | PA      | $12223.48     | 0.00%             | 2026-12-14      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265141.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16249 | PA      | $16139.95     | 0.01%             | 2026-12-16      | Fixed         | 26.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735790.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1835.54      | 0.00%             | 2025-03-25      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781007.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9248 | PA      | $9128.76      | 0.00%             | 2027-03-14      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054749.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8668 | PA      | $8215.33      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 15 Year                                                                                   | CUSIP: 31419H3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4883 | PA      | $4797.87      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $5.47         | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $-34.92       | -0.00%            | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187060479.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27197 | PA      | $25918.59     | 0.01%             | 2027-03-29      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.31       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323098.00    | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12234254.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13570 | PA      | $13768.54     | 0.00%             | 2027-03-10      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784589.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45770 | PA      | $11576.59     | 0.00%             | 2027-03-14      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.99        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786026.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13021 | PA      | $12897.29     | 0.00%             | 2027-03-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476907.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3929 | PA      | $3895.19      | 0.00%             | 2027-06-21      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064349.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $977.30       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655911.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13181 | PA      | $13070.10     | 0.00%             | 2027-02-18      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779976.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5665 | PA      | $5625.94      | 0.00%             | 2027-03-14      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015997.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5731 | PA      | $5673.45      | 0.00%             | 2026-11-10      | Fixed         | 10.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656549.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6616.14      | 0.00%             | 2025-02-18      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $25.99        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S3, Class PT              | CUSIP: 21055RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124995 | PA      | $116784.41    | 0.04%             | 2044-06-15      | Variable      | 12.76%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992623393.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2644.63      | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012066.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.44        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125133.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $971.41       | 0.00%             | 2025-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.85       | 0.00%             | 2024-03-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780002.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2661.49      | 0.00%             | 2027-03-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149448.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2572.22      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189890.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $163.71       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2218.69      | 0.00%             | 2025-04-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.64        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749448.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $1165.26      | 0.00%             | 2025-04-05      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010868.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $109.80       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $8.05         | 0.00%             | 2025-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992544000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $277.79       | 0.00%             | 2025-04-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                     | Altice France Holding SA                                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1299905.00   | 0.46%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743577.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6594 | PA      | $6466.81      | 0.00%             | 2025-03-29      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473795.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $422.35       | 0.00%             | 2027-01-20      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779696.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40965 | PA      | $41564.41     | 0.01%             | 2026-04-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931141.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $9308.42      | 0.00%             | 2027-04-11      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340474.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1374.26      | 0.00%             | 2025-04-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134336.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3290.42      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $727.28       | 0.00%             | 2027-04-11      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $248.61       | 0.00%             | 2025-03-09      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930203.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36643 | PA      | $36293.01     | 0.01%             | 2027-04-11      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780952.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $920.48       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992505966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $298.75       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477182.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1057.52      | 0.00%             | 2025-01-21      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992434494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $176.46       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655641.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7467 | PA      | $7393.24      | 0.00%             | 2025-02-18      | Fixed         | 8.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932759.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7179 | PA      | $7103.07      | 0.00%             | 2027-04-12      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1649497.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21851 | PA      | $21099.29     | 0.01%             | 2026-10-28      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076943.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $47.50        | 0.00%             | 2025-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655022.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3763.03      | 0.00%             | 2027-02-18      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1658.64      | 0.00%             | 2027-03-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928046.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8760 | PA      | $8596.58      | 0.00%             | 2025-04-11      | Fixed         | 27.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $365.34       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                    | Michaels Cos., Inc. (The)                                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $401968.97    | 0.14%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.34        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $108.77       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789734.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16590 | PA      | $16428.00     | 0.01%             | 2027-03-14      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743183.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3540 | PA      | $3403.22      | 0.00%             | 2025-03-22      | Fixed         | 12.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036737.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8615 | PA      | $8610.03      | 0.00%             | 2026-10-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12767372.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17777 | PA      | $18024.38     | 0.01%             | 2027-03-29      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $227.11       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104063.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $16.44        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174804.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10873 | PA      | $10170.41     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267880.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8798 | PA      | $8669.60      | 0.00%             | 2026-12-17      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14548548.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8341 | PA      | $8296.98      | 0.00%             | 2027-05-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780693.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1537.93      | 0.00%             | 2027-03-14      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779428.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9193 | PA      | $9126.96      | 0.00%             | 2027-03-14      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209713.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20135 | PA      | $18937.99     | 0.01%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992465005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.93        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $103.19       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.02        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399298.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $198.50       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $268.15       | 0.00%             | 2025-03-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prestige Brands, Inc.                                                        | Prestige Brands, Inc.                                                                           | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247783.52    | 0.09%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214906.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $1372.60      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187100244.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11190 | PA      | $10917.86     | 0.00%             | 2027-03-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734278.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8942 | PA      | $8571.22      | 0.00%             | 2027-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267799.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $5774.84      | 0.00%             | 2026-12-17      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143856.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $120.06       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $5004.10      | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785733.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $1028.70      | 0.00%             | 2027-03-14      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.26        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779355.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5497 | PA      | $5205.37      | 0.00%             | 2027-03-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720488.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $932.78       | 0.00%             | 2026-09-16      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6187157.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $2273.55      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739665.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14006 | PA      | $13465.27     | 0.00%             | 2025-03-22      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992597820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.59        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085211.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $559.98       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477424.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16794 | PA      | $16705.64     | 0.01%             | 2027-01-21      | Fixed         | 6.43%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387968.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $153.10       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266624.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $968.77       | 0.00%             | 2024-12-16      | Fixed         | 28.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789945.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7571 | PA      | $7499.58      | 0.00%             | 2027-03-14      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147248.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.16       | 0.00%             | 2024-03-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169609.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4195 | PA      | $3950.93      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655696.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4837 | PA      | $4546.89      | 0.00%             | 2027-02-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $999.10       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779746.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9248 | PA      | $9159.78      | 0.00%             | 2027-03-14      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $52.63        | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12792096.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18730 | PA      | $18584.50     | 0.01%             | 2027-04-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785920.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9934 | PA      | $9836.58      | 0.00%             | 2027-03-14      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145603.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9333 | PA      | $8782.24      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $244.10       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $480.04       | 0.00%             | 2024-02-25      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268631.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $5793.07      | 0.00%             | 2026-12-17      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344862.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $72.34        | 0.00%             | 2025-03-24      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992580136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.06       | 0.00%             | 2025-04-16      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991917948.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $1093.38      | 0.00%             | 2025-02-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111206.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1750 | PA      | $1747.14      | 0.00%             | 2026-11-24      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269188.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $4560.63      | 0.00%             | 2026-12-17      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31292GV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2362 | PA      | $2447.11      | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1747135.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $983.31       | 0.00%             | 2025-04-01      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111253.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1571.99      | 0.00%             | 2025-04-24      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185497213.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10606 | PA      | $10346.29     | 0.00%             | 2027-01-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $31.66        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269954.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.39         | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13546003.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8505 | PA      | $8542.31      | 0.00%             | 2026-05-22      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13552958.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15413 | PA      | $4819.24      | 0.00%             | 2027-05-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481372.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $92.60        | 0.00%             | 2027-01-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $171.40       | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474925.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1550.33      | 0.00%             | 2027-01-20      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.84         | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995717.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4938 | PA      | $4710.03      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478511.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $3548.94      | 0.00%             | 2025-01-21      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646069.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5638 | PA      | $3067.98      | 0.00%             | 2024-11-11      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.19        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264897.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8604 | PA      | $8081.15      | 0.00%             | 2027-05-16      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894937.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13659 | PA      | $2087.44      | 0.00%             | 2026-10-21      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187860298.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5548 | PA      | $5375.25      | 0.00%             | 2027-04-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164081.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $10.90        | 0.00%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069095.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1495.74      | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780658.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13937 | PA      | $13745.68     | 0.00%             | 2027-03-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788756.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14866 | PA      | $14714.74     | 0.01%             | 2027-03-14      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477825.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $99.58        | 0.00%             | 2027-01-21      | Fixed         | 30.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992194945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $170.48       | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473144.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1836 | PA      | $543.42       | 0.00%             | 2027-01-20      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097805.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3516.64      | 0.00%             | 2025-03-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929487.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11179 | PA      | $6657.83      | 0.00%             | 2027-04-11      | Fixed         | 26.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494218.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $13.20        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1737404.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3167.79      | 0.00%             | 2025-03-29      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785730.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22642 | PA      | $22439.72     | 0.01%             | 2027-03-14      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14251605.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20793 | PA      | $20741.73     | 0.01%             | 2027-06-23      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138EPAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20758 | PA      | $19903.03     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141151.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13101 | PA      | $12400.43     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780513.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24449 | PA      | $24021.44     | 0.01%             | 2025-03-14      | Fixed         | 24.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789447.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $466.42       | 0.00%             | 2027-03-14      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023117.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9023 | PA      | $8676.78      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744056.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5556 | PA      | $1424.29      | 0.00%             | 2027-03-23      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181153.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17546 | PA      | $16439.84     | 0.01%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264712.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2203.81      | 0.00%             | 2026-12-16      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12784176.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30961 | PA      | $31355.97     | 0.01%             | 2027-03-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782682.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12474 | PA      | $1871.20      | 0.00%             | 2027-03-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $26.92        | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $-2.44        | -0.00%            | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13439065.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33126 | PA      | $33396.45     | 0.01%             | 2027-05-01      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991948233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $87.18        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478352.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3650.89      | 0.00%             | 2025-01-21      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933684.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9933 | PA      | $9838.97      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $420.79       | 0.00%             | 2024-04-15      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742521.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2369.16      | 0.00%             | 2025-03-25      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1748.78      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1498.44      | 0.00%             | 2025-03-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208578.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1807 | PA      | $-4.91        | -0.00%            | 2025-04-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187840847.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13826 | PA      | $13403.11     | 0.00%             | 2027-04-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.67        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992060145.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $150.43       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $162.43       | 0.00%             | 2024-03-23      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101937.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.02        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6203227.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85971 | PA      | $80841.33     | 0.03%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932152.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9922 | PA      | $9810.67      | 0.00%             | 2027-04-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992564416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $910.08       | 0.00%             | 2025-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780431.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $1535.57      | 0.00%             | 2025-03-14      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653443.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14030 | PA      | $13929.15     | 0.00%             | 2027-02-18      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109110.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.98        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991880113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.58        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13437001.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26801 | PA      | $27191.99     | 0.01%             | 2027-05-14      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929679.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34188 | PA      | $33825.11     | 0.01%             | 2027-04-11      | Fixed         | 24.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977569.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $96.60        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1507.18      | 0.00%             | 2025-03-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6034932.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7491 | PA      | $6948.23      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $199.69       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.65        | 0.00%             | 2024-04-04      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742158.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $6872.89      | 0.00%             | 2025-03-25      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785895.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19893 | PA      | $19571.20     | 0.01%             | 2027-03-14      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185679797.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22862 | PA      | $22246.29     | 0.01%             | 2027-02-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.08        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991933021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $305.49       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992067092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $28.01        | 0.00%             | 2025-03-17      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992524050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $294.55       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020484.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $423.70       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10580212.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13086 | PA      | $13274.85     | 0.00%             | 2025-11-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266413.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13053 | PA      | $12898.33     | 0.00%             | 2026-12-16      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789294.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $4237.70      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $2.92         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242389.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $106.14       | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101184.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.51        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13453990.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $6901.86      | 0.00%             | 2024-05-22      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12585741.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11058 | PA      | $11055.76     | 0.00%             | 2027-03-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12794031.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15092 | PA      | $15149.94     | 0.01%             | 2027-03-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992145911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.50        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.26        | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992026353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992628023.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $46.01        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $644.58       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781476.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23669 | PA      | $22293.04     | 0.01%             | 2025-03-14      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6208448.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14140 | PA      | $13262.62     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $4.66         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $1.96         | 0.00%             | 2028-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238565.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.35        | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266146.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1343.34      | 0.00%             | 2026-12-16      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6053985.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1421.88      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.29        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991884399.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $142.53       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146981.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14190 | PA      | $13425.22     | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992280296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $113.78       | 0.00%             | 2024-04-13      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6000183.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15703 | PA      | $14109.72     | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6199807.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $4772.57      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $146.71       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016124.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5987 | PA      | $5889.33      | 0.00%             | 2026-11-10      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.82        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210859.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1563.29      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929160.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $999.52       | 0.00%             | 2027-04-11      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146270708.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3932.54      | 0.00%             | 2024-01-30      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781564.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $2947.94      | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $2038.53      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                     | Altice France Holding SA                                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $177732.52    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.60        | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8276 | PA      | $8188.54      | 0.00%             | 2025-03-14      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10600138.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18646 | PA      | $18841.70     | 0.01%             | 2024-10-29      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $166.10       | 0.00%             | 2024-03-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2050999.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1386.03      | 0.00%             | 2024-11-24      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059391.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.20       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991877149.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2453.83      | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786209.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1288.84      | 0.00%             | 2027-03-14      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2011550.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5516 | PA      | $5478.19      | 0.00%             | 2026-11-10      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257331.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $219.01       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788995.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2952 | PA      | $2912.43      | 0.00%             | 2027-03-14      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                 | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383746.00   | 0.48%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14421454.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11889 | PA      | $11894.22     | 0.00%             | 2025-06-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018486.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17404 | PA      | $17189.81     | 0.01%             | 2026-11-10      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431463.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.43        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $442.78       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $327.84       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733348.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1709.93      | 0.00%             | 2027-03-22      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.66        | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739641.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13394 | PA      | $12833.34     | 0.00%             | 2027-03-22      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992459640.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $209.10       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127408.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2080.59      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13345325.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25899 | PA      | $25843.33     | 0.01%             | 2027-03-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935130.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4706.83      | 0.00%             | 2027-04-12      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741000.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13698 | PA      | $13200.19     | 0.00%             | 2027-03-23      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779692.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $183.70       | 0.00%             | 2027-08-14      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992631098.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $862.86       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933998.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4297.45      | 0.00%             | 2025-04-12      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $-16.84       | -0.00%            | 2025-03-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1716184.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10482 | PA      | $10117.55     | 0.00%             | 2027-02-16      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789959.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $6.23         | 0.00%             | 2027-03-14      | Fixed         | 28.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480190.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4297 | PA      | $4256.34      | 0.00%             | 2025-01-21      | Fixed         | 6.98%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743232.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8259 | PA      | $7981.87      | 0.00%             | 2025-03-28      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $294.15       | 0.00%             | 2025-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10756900.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16829 | PA      | $16967.01     | 0.01%             | 2026-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.01       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $174.37       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992633042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $48.48        | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016591.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4335 | PA      | $4269.11      | 0.00%             | 2026-11-10      | Fixed         | 22.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.58        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $8.53         | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477377.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4637 | PA      | $323.18       | 0.00%             | 2029-01-21      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.59        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187035884.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26893 | PA      | $24732.17     | 0.01%             | 2027-03-15      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $140.60       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12867499.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8904 | PA      | $9005.76      | 0.00%             | 2027-04-03      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157117.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.68       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2493.90      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.79        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $137.15       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                  | Apollo Commercial Real Estate Finance, Inc.                                                     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $801690.00    | 0.28%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.26        | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044157.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $494.55       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14409463.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9332 | PA      | $9486.12      | 0.00%             | 2027-06-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13131348.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23700 | PA      | $24032.94     | 0.01%             | 2027-05-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780703.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26704 | PA      | $1906.42      | 0.00%             | 2027-03-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1736.19      | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.41        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780091.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5941 | PA      | $5846.13      | 0.00%             | 2027-03-14      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2482145.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16078 | PA      | $15964.76     | 0.01%             | 2027-01-21      | Fixed         | 8.06%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11822223.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18525 | PA      | $18796.49     | 0.01%             | 2026-12-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253814.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13954 | PA      | $12988.59     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $6.62         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $246.35       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.74        | 0.00%             | 2025-04-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173179.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5087 | PA      | $4733.33      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10839290.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16249 | PA      | $5149.83      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781874.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $887.93       | 0.00%             | 2027-03-14      | Fixed         | 17.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755984.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6278 | PA      | $6085.86      | 0.00%             | 2027-04-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $373.04       | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992261394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $8.25         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363891.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $205.47       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12971734.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10006 | PA      | $9887.85      | 0.00%             | 2027-04-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654552.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4898 | PA      | $4868.25      | 0.00%             | 2027-02-18      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977148.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.15        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111566.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4222 | PA      | $4181.61      | 0.00%             | 2026-11-24      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162173.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.46        | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $182.17       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14584529.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17469 | PA      | $17588.07     | 0.01%             | 2025-07-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287768.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.64        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785557.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $74.36        | 0.00%             | 2027-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220584.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12106 | PA      | $11219.01     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782966.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1159.11      | 0.00%             | 2025-03-14      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992261524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $117.34       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $49.05        | 0.00%             | 2025-03-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478252.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $81.34        | 0.00%             | 2027-01-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045347.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7216 | PA      | $6475.92      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782744.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1352.70      | 0.00%             | 2025-03-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148228998.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13881 | PA      | $13150.34     | 0.00%             | 2025-01-01      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11789211.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21590 | PA      | $21843.86     | 0.01%             | 2024-12-29      | Fixed         | 6.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169813.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $3153.16      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236325.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.37         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc.                                                                                 | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307387.26    | 0.11%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12861690.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35008 | PA      | $35004.19     | 0.01%             | 2027-04-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740193.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7853 | PA      | $7612.48      | 0.00%             | 2025-03-22      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.76        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $906.47       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480041.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $871.37       | 0.00%             | 2027-01-21      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $237.04       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734836.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $7585.24      | 0.00%             | 2025-03-24      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024310.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4431 | PA      | $3793.86      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $56.28        | 0.00%             | 2024-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264850.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $2160.30      | 0.00%             | 2024-12-16      | Fixed         | 18.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6211750.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12287 | PA      | $11419.52     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139030.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $-3.60        | -0.00%            | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393436.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1208.67      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088310.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.30        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000 | PA      | $2951.20      | 0.00%             | 2027-03-14      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $825.38       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785005.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13348 | PA      | $13220.80     | 0.00%             | 2027-03-14      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $343.27       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124201.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5599 | PA      | $5370.71      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $403.48       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $193.41       | 0.00%             | 2027-03-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268057.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1762.80      | 0.00%             | 2026-12-17      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786974.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $3001.29      | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $133.39       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267256.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8519 | PA      | $8393.89      | 0.00%             | 2026-12-17      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785805.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4707 | PA      | $340.59       | 0.00%             | 2025-03-14      | Fixed         | 23.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13659238.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32682 | PA      | $33198.85     | 0.01%             | 2027-05-25      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.48        | 0.00%             | 2025-04-01      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707812.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3911 | PA      | $3774.37      | 0.00%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                    | Michaels Cos., Inc. (The), Term Loan B                                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1005195 | PA      | $871448.74    | 0.31%             | 2028-04-15      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005930.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1069.91      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933446.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7899 | PA      | $7813.53      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                                   | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175985.00    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934939.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12730 | PA      | $12665.33     | 0.00%             | 2027-04-12      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.78        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                   | Edelman Financial Engines Center LLC (The), First Lien Term Loan                                | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    983593 | PA      | $920397.01    | 0.32%             | 2028-04-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787854.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2816.25      | 0.00%             | 2027-03-14      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184791777.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10366 | PA      | $10136.82     | 0.00%             | 2027-01-28      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1231.18      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654736.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9237 | PA      | $9152.62      | 0.00%             | 2027-02-18      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $356.31       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271142.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $748.36       | 0.00%             | 2024-12-17      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $17.94        | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 153705323.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $3399.50      | 0.00%             | 2024-07-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6225668.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6078 | PA      | $5669.12      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2763346.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2905.34      | 0.00%             | 2027-03-14      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800747.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20197 | PA      | $20409.57     | 0.01%             | 2025-04-15      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890965.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46532 | PA      | $13552.05     | 0.00%             | 2027-03-21      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187006823.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30781 | PA      | $29569.79     | 0.01%             | 2025-03-11      | Fixed         | 7.09%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12709781.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21125 | PA      | $21408.26     | 0.01%             | 2027-04-11      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933555.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $155.30       | 0.00%             | 2027-04-12      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782084.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6440 | PA      | $6327.00      | 0.00%             | 2025-08-14      | Fixed         | 27.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933023.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1114.13      | 0.00%             | 2027-04-12      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733867.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3235 | PA      | $3118.04      | 0.00%             | 2025-03-23      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                              | Madison IAQ LLC                                                                                 | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496222 | PA      | $462915.25    | 0.16%             | 2028-06-21      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928765.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5249 | PA      | $5191.73      | 0.00%             | 2027-04-11      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.46         | 0.00%             | 2025-04-14      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $708.88       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056570.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19516 | PA      | $18464.68     | 0.01%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685967.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11801 | PA      | $11369.42     | 0.00%             | 2026-12-15      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480452.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4325 | PA      | $4289.46      | 0.00%             | 2027-01-21      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269622.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $986.67       | 0.00%             | 2026-12-17      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781871.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9822 | PA      | $9663.88      | 0.00%             | 2027-03-14      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618512.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7342 | PA      | $7026.71      | 0.00%             | 2026-08-20      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471413.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22987 | PA      | $22894.66     | 0.01%             | 2029-01-20      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003779.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5160 | PA      | $4809.73      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077673.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1393.40      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784092.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2302.01      | 0.00%             | 2027-03-14      | Fixed         | 30.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10623318.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19971 | PA      | $19873.24     | 0.01%             | 2026-12-09      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167773992.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5398.46      | 0.00%             | 2025-03-04      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12413449.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19091 | PA      | $19270.66     | 0.01%             | 2025-02-22      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14178654.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19888 | PA      | $20169.85     | 0.01%             | 2027-06-24      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $53.18        | 0.00%             | 2024-04-05      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935437.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9250 | PA      | $9148.42      | 0.00%             | 2027-04-12      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357639.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $1.98         | 0.00%             | 2028-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991945566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $307.23       | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $285.07       | 0.00%             | 2024-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $34.91        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1619013.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $2079.85      | 0.00%             | 2024-08-23      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208341.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $221.35       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                                              | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $248526.57    | 0.09%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13433669.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13893 | PA      | $13893.97     | 0.00%             | 2027-05-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.81       | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                              | 24 Hour Fitness Worldwide, Inc.                                                                 | CUSIP: 90132BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $0.00         | 0.00%             | 2022-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $74.17        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $145.93       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12245609.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $8788.27      | 0.00%             | 2025-03-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932783.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10625 | PA      | $10515.45     | 0.00%             | 2027-04-12      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185400546.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18904 | PA      | $18452.18     | 0.01%             | 2025-01-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658122.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12012 | PA      | $11561.90     | 0.00%             | 2024-11-15      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $264.12       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                                                   | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class D                                            | CUSIP: 09631RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1422033.59   | 0.50%             | 2035-07-22      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656149.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35516 | PA      | $35332.15     | 0.01%             | 2027-02-18      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997223.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $800.24       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786131.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2139.72      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785225.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16925 | PA      | $16839.96     | 0.01%             | 2027-03-14      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.11        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657590.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4871 | PA      | $4838.74      | 0.00%             | 2027-02-18      | Fixed         | 29.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780146.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $3254.01      | 0.00%             | 2027-03-14      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239228.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $118.42       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788009.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23619 | PA      | $23215.72     | 0.01%             | 2025-03-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $114.83       | 0.00%             | 2025-04-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100148.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $390.71       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990060.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1065.56      | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371954.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $463.78       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $55.30        | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788621.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5746 | PA      | $5692.56      | 0.00%             | 2027-03-14      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654909.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4871 | PA      | $4831.42      | 0.00%             | 2027-02-18      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929608.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $893.29       | 0.00%             | 2027-04-11      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13432774.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $6151.85      | 0.00%             | 2025-05-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018024.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $2140.10      | 0.00%             | 2024-11-10      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789180.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3944.25      | 0.00%             | 2027-03-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694194.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2300 | PA      | $2226.90      | 0.00%             | 2025-01-12      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $38.53        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934896.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20880 | PA      | $20598.26     | 0.01%             | 2027-04-12      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167628.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $964.91       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.11         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783150.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15643 | PA      | $14702.98     | 0.01%             | 2027-08-14      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390700.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $406.97       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261925.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1561.69      | 0.00%             | 2024-12-16      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784181.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22521 | PA      | $22158.08     | 0.01%             | 2027-03-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785447.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2628.47      | 0.00%             | 2025-03-14      | Fixed         | 24.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $764.36       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930638.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19746 | PA      | $19525.55     | 0.01%             | 2027-04-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779711.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25318 | PA      | $25018.83     | 0.01%             | 2027-03-14      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2651300.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7794 | PA      | $7686.84      | 0.00%             | 2025-02-18      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744062.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13341 | PA      | $0.00         | 0.00%             | 2027-03-23      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2752868.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19702 | PA      | $19518.25     | 0.01%             | 2027-03-14      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779827.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10996 | PA      | $10918.15     | 0.00%             | 2027-03-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.16         | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $2.88         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.58        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927938.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4640 | PA      | $2765.06      | 0.00%             | 2027-04-11      | Fixed         | 29.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782934.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3726.59      | 0.00%             | 2025-03-14      | Fixed         | 28.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216209.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8248 | PA      | $7650.60      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656191.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $4297.64      | 0.00%             | 2027-02-18      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991870310.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $318.51       | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127996.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $243.50       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11605709.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3859 | PA      | $3899.85      | 0.00%             | 2023-12-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475280.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11272 | PA      | $11214.19     | 0.00%             | 2027-01-20      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789947.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3646.70      | 0.00%             | 2027-03-14      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1680064.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $2755.52      | 0.00%             | 2024-12-16      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                     | SCIH Salt Holdings, Inc., First Lien Term Loan B-1                                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1197364 | PA      | $1166998.84   | 0.41%             | 2027-03-16      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6002293.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9605 | PA      | $9112.19      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111381.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $299.74       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753290.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15425 | PA      | $0.00         | 0.00%             | 2027-04-06      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787165.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8892 | PA      | $8807.54      | 0.00%             | 2027-03-14      | Fixed         | 13.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1743.56      | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081943.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1231.29      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11737819.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18523 | PA      | $18443.92     | 0.01%             | 2027-02-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471521.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $980.37       | 0.00%             | 2027-01-20      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932192.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26992 | PA      | $26728.76     | 0.01%             | 2027-04-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $489.13       | 0.00%             | 2025-04-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714807.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $2567.90      | 0.00%             | 2025-02-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789650.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $774.42       | 0.00%             | 2025-03-14      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $15.53        | 0.00%             | 2024-02-24      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3180.83      | 0.00%             | 2027-03-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991898313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $88.45        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477761.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $2075.55      | 0.00%             | 2027-01-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015092.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $4337.78      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720056.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $1415.36      | 0.00%             | 2026-09-16      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656927.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16198 | PA      | $15811.81     | 0.01%             | 2026-10-29      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210292.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1584.10      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12235988.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31608 | PA      | $31772.36     | 0.01%             | 2027-01-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992121849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1292.29      | 0.00%             | 2025-03-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935054.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3247.54      | 0.00%             | 2027-04-12      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785737.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11868 | PA      | $11750.26     | 0.00%             | 2027-03-14      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991962085.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $310.29       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $180.03       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10597275.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9118 | PA      | $9217.99      | 0.00%             | 2026-11-01      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4455.18      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780263.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3993.79      | 0.00%             | 2027-03-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991859523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.90        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015608.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.52         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787716.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1466.28      | 0.00%             | 2027-03-14      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259346.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35625 | PA      | $32971.67     | 0.01%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.18         | 0.00%             | 2027-12-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $4.33         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992266504.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.22        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785568.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9444 | PA      | $9352.26      | 0.00%             | 2027-03-14      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Great Outdoors Group LLC                                                     | Great Outdoors Group LLC, Term Loan B-2                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1065883 | PA      | $1026578.52   | 0.36%             | 2028-03-06      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.37         | 0.00%             | 2027-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062800.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6524 | PA      | $4859.93      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099410.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $3.22         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                                         | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255480.00    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012651.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14036 | PA      | $12831.44     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239736.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1020.46      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933578.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39797 | PA      | $39521.38     | 0.01%             | 2027-04-12      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147921.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8155 | PA      | $7706.06      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992467871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       381 | PA      | $394.09       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $97.93        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159439.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $604.87       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Conair Holdings LLC                                                          | Conair Holdings LLC, First Lien Term Loan                                                       | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    665075 | PA      | $562819.85    | 0.20%             | 2028-05-17      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070936.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.79        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                 | Sunshine Luxembourg VII SARL, Term Loan B3                                                      | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    838485 | PA      | $805063.42    | 0.28%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992543342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $148.57       | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017013.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2906 | PA      | $2107.55      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145988002.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5035 | PA      | $4927.55      | 0.00%             | 2024-01-24      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422385.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.26        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393917.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.36        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $495.61       | 0.00%             | 2027-03-14      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991889020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $609.37       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651808.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $3978.65      | 0.00%             | 2026-11-08      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017724.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3458.38      | 0.00%             | 2026-11-10      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $2804.25      | 0.00%             | 2025-03-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112225.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1685.16      | 0.00%             | 2026-11-24      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $206.42       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692850.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27112 | PA      | $27342.31     | 0.01%             | 2024-11-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13352228.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8418 | PA      | $8255.37      | 0.00%             | 2025-05-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14263084.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11471 | PA      | $11342.12     | 0.00%             | 2027-06-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $258.86       | 0.00%             | 2025-03-05      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1704.16      | 0.00%             | 2026-12-17      | Fixed         | 17.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784017.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2032.51      | 0.00%             | 2027-03-14      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653391.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3715.05      | 0.00%             | 2025-02-18      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785717.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14426 | PA      | $14190.01     | 0.00%             | 2027-03-14      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $511.30       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13403231.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28717 | PA      | $28951.11     | 0.01%             | 2027-03-30      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084727.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $18.24        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781043.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10255 | PA      | $10127.82     | 0.00%             | 2025-03-14      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785260.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23570 | PA      | $23348.24     | 0.01%             | 2027-03-14      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145373.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15344 | PA      | $14627.45     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780075.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20930 | PA      | $20654.14     | 0.01%             | 2027-03-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14265376.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14510 | PA      | $14386.24     | 0.01%             | 2027-05-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952942.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $229.67       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785244.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6898 | PA      | $6786.31      | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992516839.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1507.50      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $213.82       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.95        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $604.65       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989457.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $4.31         | 0.00%             | 2027-04-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4143 | PA      | $4099.23      | 0.00%             | 2027-04-11      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255102.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25729 | PA      | $23850.61     | 0.01%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929500.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2678.74      | 0.00%             | 2027-04-11      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268204.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $707.65       | 0.00%             | 2024-12-17      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041440.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2144.31      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787112.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40191 | PA      | $39813.51     | 0.01%             | 2027-03-14      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762586.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12463 | PA      | $3628.92      | 0.00%             | 2027-03-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781289.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11019 | PA      | $10910.73     | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209313.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10065 | PA      | $9291.18      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.04         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $687.45       | 0.00%             | 2024-04-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213124.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12739 | PA      | $11980.93     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6229130.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2383 | PA      | $2192.96      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657677.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4922 | PA      | $4853.27      | 0.00%             | 2027-02-18      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891794.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4455 | PA      | $318.72       | 0.00%             | 2026-10-21      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992503022.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.23        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1768.74      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991885747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $585.75       | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.20        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992043043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $180.43       | 0.00%             | 2025-03-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992545049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.33        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788561.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7405 | PA      | $7330.78      | 0.00%             | 2027-03-14      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14258833.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7383 | PA      | $7440.67      | 0.00%             | 2024-06-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187766053.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27383 | PA      | $2574.99      | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932003.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10926 | PA      | $10808.77     | 0.00%             | 2027-04-11      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653018.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $4613.48      | 0.00%             | 2025-02-18      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476585.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5155 | PA      | $5119.56      | 0.00%             | 2027-06-21      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $700.33       | 0.00%             | 2025-04-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1644863.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6473 | PA      | $6246.89      | 0.00%             | 2026-10-26      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $230.56       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992493681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1141.98      | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992171056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.00         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                       | First Brands Group LLC, First Lien Term Loan                                                    | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1220274 | PA      | $1161091.05   | 0.41%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.45        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364204.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $352.76       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749754.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9457 | PA      | $8993.38      | 0.00%             | 2027-04-17      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024356.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2545.76      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480101.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $2466.97      | 0.00%             | 2025-01-21      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992171922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $182.80       | 0.00%             | 2024-03-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992619118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $11.19        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $78.17        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789238.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8178 | PA      | $8047.25      | 0.00%             | 2027-03-14      | Fixed         | 19.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $251.51       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652896.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12235 | PA      | $301.82       | 0.00%             | 2027-02-18      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $146.81       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $156.50       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $761.46       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784396.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3514 | PA      | $3456.58      | 0.00%             | 2027-03-14      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.60        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $338.69       | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701660.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8596 | PA      | $8292.36      | 0.00%             | 2027-01-27      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993331.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $345.31       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13028479.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23898 | PA      | $23851.32     | 0.01%             | 2027-04-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210631.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $3080.08      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14568007.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18963 | PA      | $18918.76     | 0.01%             | 2027-07-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934103.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $7021.13      | 0.00%             | 2025-04-12      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.33         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $55.63        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473130.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $495.80       | 0.00%             | 2027-01-20      | Fixed         | 31.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992258586.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $277.61       | 0.00%             | 2025-04-06      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $512.87       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721497.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6561 | PA      | $6489.36      | 0.00%             | 2026-09-16      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -752125 | PA      | $-752125.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269335.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2110.30      | 0.00%             | 2026-12-17      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117760.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $217.72       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165379.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31878 | PA      | $29910.30     | 0.01%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.49        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111497.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13659 | PA      | $981.30       | 0.00%             | 2026-11-24      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $7.38         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406163.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.46        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $185.47       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372093.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11390 | PA      | $1475.18      | 0.00%             | 2024-07-04      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931611.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14968 | PA      | $14763.41     | 0.01%             | 2027-04-11      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752546.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4940 | PA      | $4717.24      | 0.00%             | 2025-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.23         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2777774.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $359.41       | 0.00%             | 2027-03-14      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720839.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2201.12      | 0.00%             | 2025-02-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2880291.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11968 | PA      | $11803.06     | 0.00%             | 2027-04-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789856.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7922 | PA      | $7883.29      | 0.00%             | 2027-03-14      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $739.35       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.92        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991962073.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $570.09       | 0.00%             | 2025-03-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740130.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12357 | PA      | $11878.99     | 0.00%             | 2025-03-22      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $846.08       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1620576.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $2983.04      | 0.00%             | 2024-08-25      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.24        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931697.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17734 | PA      | $17422.54     | 0.01%             | 2027-04-11      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Astro One Acquisition Corp.                                                  | Astro One Acquisition Corp., First Lien Term Loan B                                             | CUSIP: 04638LAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693000 | PA      | $527258.66    | 0.18%             | 2028-09-15      | Variable      | 10.23%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3614.00      | 0.00%             | 2027-06-21      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.15         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349100.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.49        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $842.67       | 0.00%             | 2027-04-11      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $35.31        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13083128.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19453 | PA      | $19702.22     | 0.01%             | 2027-04-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.99        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081598.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $626.25       | 0.00%             | 2025-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992493478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.48        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786154.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3943.58      | 0.00%             | 2027-03-14      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476782.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2353 | PA      | $2273.07      | 0.00%             | 2029-01-21      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890899.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8495 | PA      | $8470.92      | 0.00%             | 2026-10-21      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992171424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.18        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252083.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1229.85      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $166.47       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $155.67       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178119.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.13        | 0.00%             | 2024-04-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200589.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4284 | PA      | $4001.72      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| William Morris Endeavor Entertainment LLC / IMG Worldwide Holdings LLC       | William Morris Endeavor Entertainment LLC / IMG Worldwide Holdings LLC, First Lien Term Loan B1 | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    327628 | PA      | $321403.05    | 0.11%             | 2025-05-18      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $535.55       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $10.04        | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13641523.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22545 | PA      | $22783.75     | 0.01%             | 2027-05-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.93        | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $835.60       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $409.57       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992582435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-08-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127161.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6469 | PA      | $5050.37      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $927.85       | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563479.80    | 0.20%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992533561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $3.96         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $-5.46        | -0.00%            | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992445486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $311.89       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.49        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991947597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $332.05       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $151.03       | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653186.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4991.59      | 0.00%             | 2025-02-18      | Fixed         | 16.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270337.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $246.10       | 0.00%             | 2026-12-17      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480479.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5378 | PA      | $5349.63      | 0.00%             | 2027-01-21      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 158155993.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9012 | PA      | $8680.75      | 0.00%             | 2024-09-13      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $159.35       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $167.92       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10770156.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15146 | PA      | $15368.36     | 0.01%             | 2026-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.69        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749466.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $3987.45      | 0.00%             | 2025-04-05      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992574599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $20.77        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $807.13       | 0.00%             | 2025-04-04      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $358.56       | 0.00%             | 2025-04-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13899724.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14638 | PA      | $14855.73     | 0.01%             | 2026-07-18      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.53         | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2259776.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $4971.64      | 0.00%             | 2024-12-16      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1541.51      | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927764.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7963 | PA      | $-105.51      | -0.00%            | 2027-04-11      | Fixed         | 31.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992507470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.59        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228020.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1116.81      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006411.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8986 | PA      | $8365.03      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755216.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10144 | PA      | $9654.67      | 0.00%             | 2027-04-08      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037579.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1921.21      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co., Term Loan                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    974293 | PA      | $953184.94    | 0.33%             | 2024-04-03      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20149 | PA      | $19938.30     | 0.01%             | 2027-08-14      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799428.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24796 | PA      | $24780.92     | 0.01%             | 2027-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6152889.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $1280.69      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1563.92      | 0.00%             | 2025-02-18      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693816.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6956 | PA      | $6622.69      | 0.00%             | 2027-01-12      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755459.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4362.68      | 0.00%             | 2027-04-11      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466250.00    | 0.16%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144537.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1490.04      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 160673774.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22997 | PA      | $21446.43     | 0.01%             | 2025-11-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269566.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5458 | PA      | $5415.41      | 0.00%             | 2027-05-17      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953749.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $68.94        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $591.03       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.09        | 0.00%             | 2025-04-02      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                          | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1390165.07   | 0.49%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992501719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744236.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $5044.74      | 0.00%             | 2025-03-27      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $444.75       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264787.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9267 | PA      | $1365.49      | 0.00%             | 2025-05-16      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480938.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3552.39      | 0.00%             | 2025-01-21      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $234.31       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13115033.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8696 | PA      | $8762.41      | 0.00%             | 2026-04-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781083.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $3544.22      | 0.00%             | 2027-03-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892628.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $3003.21      | 0.00%             | 2024-10-21      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932978.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7113 | PA      | $6977.73      | 0.00%             | 2027-04-12      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016902.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $5735.67      | 0.00%             | 2026-11-10      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931412.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4982.93      | 0.00%             | 2027-04-11      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992426453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.04        | 0.00%             | 2023-08-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785442.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1105.26      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674457.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7164 | PA      | $7246.78      | 0.00%             | 2024-02-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734275.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7908 | PA      | $7605.55      | 0.00%             | 2025-03-23      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346255.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $357.27       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265506.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11883 | PA      | $11173.04     | 0.00%             | 2026-12-16      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780347.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33263 | PA      | $9832.65      | 0.00%             | 2027-03-14      | Fixed         | 34.98%                | No            |                  3 | On Loan: No      |
| Viper Energy Partners LP                                                     | Viper Energy Partners LP                                                                        | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380492.19    | 0.13%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.25         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.70        | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784934.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19358 | PA      | $19164.49     | 0.01%             | 2027-03-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991951985.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $957.54       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782475.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9750 | PA      | $9617.55      | 0.00%             | 2027-03-14      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $197.14       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931356.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $10066.25     | 0.00%             | 2027-04-11      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018147.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13182 | PA      | $13044.87     | 0.00%             | 2026-11-10      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6139577.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3517 | PA      | $3334.74      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $814634.77    | 0.29%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                  | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $842625.00    | 0.30%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12782592.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28875 | PA      | $29188.82     | 0.01%             | 2027-04-11      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032082.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18159 | PA      | $17360.48     | 0.01%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476545.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8676 | PA      | $8604.34      | 0.00%             | 2027-01-21      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $-4.58        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789474.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38249 | PA      | $37864.65     | 0.01%             | 2025-03-14      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024576.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1199.42      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12769457.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17727 | PA      | $17724.71     | 0.01%             | 2027-02-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992276515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.93         | 0.00%             | 2025-04-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473955.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3303 | PA      | $3279.49      | 0.00%             | 2027-01-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780752.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33368 | PA      | $32977.64     | 0.01%             | 2027-08-14      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214964.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16508 | PA      | $15400.22     | 0.01%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA I, Single-family, 30 Year                                                                  | CUSIP: 36290YYS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34361 | PA      | $36656.90     | 0.01%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148211.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $-0.91        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2925524.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9178 | PA      | $9026.42      | 0.00%             | 2027-04-12      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124726.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2650.79      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14427608.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44064 | PA      | $44675.78     | 0.02%             | 2026-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783963.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17381 | PA      | $17144.55     | 0.01%             | 2025-03-14      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477308.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7747 | PA      | $7641.28      | 0.00%             | 2027-01-21      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783581.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13280 | PA      | $13151.54     | 0.00%             | 2027-03-14      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335772.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.82        | 0.00%             | 2024-03-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150611409.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5719 | PA      | $5442.40      | 0.00%             | 2024-06-06      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.48        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478647.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $4256.78      | 0.00%             | 2027-01-21      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072135.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1409.95      | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992573156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $917.27       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264006.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8686 | PA      | $8164.63      | 0.00%             | 2026-12-17      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157771.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $4223.33      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789655.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13919 | PA      | $13786.02     | 0.00%             | 2027-03-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.20        | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376197.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.32         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992430477.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.24        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $153.61       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929352.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9052 | PA      | $8902.37      | 0.00%             | 2027-04-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934824.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6271 | PA      | $6185.14      | 0.00%             | 2027-04-12      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780499.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1510.74      | 0.00%             | 2027-03-14      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933713.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25179 | PA      | $25231.24     | 0.01%             | 2027-04-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217583.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $-2.06        | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $25.71        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196736.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.57        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782764.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9399 | PA      | $9233.20      | 0.00%             | 2025-03-14      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10194215.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1707.54      | 0.00%             | 2026-08-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6002739.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21587 | PA      | $20516.90     | 0.01%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26944 | PA      | $25235.59     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2924972.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10050 | PA      | $5969.60      | 0.00%             | 2027-04-11      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $90.20        | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240813.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3669 | PA      | $3392.22      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12842698.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13835 | PA      | $2778.77      | 0.00%             | 2025-04-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2900575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6393 | PA      | $6276.59      | 0.00%             | 2025-04-12      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12784441.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23959 | PA      | $23673.44     | 0.01%             | 2027-04-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $105.89       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.95        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.85        | 0.00%             | 2024-03-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099968.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.65        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744227.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16876 | PA      | $13929.35     | 0.00%             | 2027-04-22      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $744.68       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $171.72       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $301.43       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992467820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $366.42       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13155578.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22170 | PA      | $22468.86     | 0.01%             | 2026-04-17      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781751.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1397.78      | 0.00%             | 2027-03-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418721.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $27.83        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789819.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10337 | PA      | $10195.82     | 0.00%             | 2025-03-14      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780817.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11973 | PA      | $11268.01     | 0.00%             | 2025-03-14      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1719.33      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240291.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3890 | PA      | $3597.22      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133881.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6520 | PA      | $4867.07      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992026849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $96.66        | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247383.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261735.21    | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181987.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28212 | PA      | $26394.75     | 0.01%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.28       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-31, Class PT              | CUSIP: 21055FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86283 | PA      | $80689.83     | 0.03%             | 2044-09-15      | Variable      | 16.59%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $86.61        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785666.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7767 | PA      | $1155.67      | 0.00%             | 2027-03-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $25.47        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Harbour Energy plc                                                           | Harbour Energy plc                                                                              | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $449017.50    | 0.16%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739674.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13206 | PA      | $12807.14     | 0.00%             | 2027-03-22      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6030087.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9851 | PA      | $9101.43      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932884.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5718 | PA      | $5641.38      | 0.00%             | 2025-04-12      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $244.50       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.91        | 0.00%             | 2024-03-12      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12414665.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10068 | PA      | $10213.39     | 0.00%             | 2026-04-11      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14386226.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12830 | PA      | $12674.92     | 0.00%             | 2025-06-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12786604.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27637 | PA      | $27722.18     | 0.01%             | 2026-04-10      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480122.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1327.13      | 0.00%             | 2025-01-21      | Fixed         | 7.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6105839.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $4092.44      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.44        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12794611.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24035 | PA      | $24307.76     | 0.01%             | 2027-04-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $1878.66      | 0.00%             | 2027-01-20      | Fixed         | 31.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12781429.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31822 | PA      | $31936.00     | 0.01%             | 2027-03-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.88        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1536.18      | 0.00%             | 2025-03-15      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $-2.11        | -0.00%            | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740088.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $2957.45      | 0.00%             | 2025-03-22      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016538.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3814 | PA      | $2018.53      | 0.00%             | 2026-11-10      | Fixed         | 16.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230269.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.94        | 0.00%             | 2025-04-02      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2778950.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7282 | PA      | $7180.55      | 0.00%             | 2025-03-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6131304.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16553 | PA      | $15883.99     | 0.01%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14553043.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37201 | PA      | $37723.24     | 0.01%             | 2027-07-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992271907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.02        | 0.00%             | 2024-04-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245195.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $6296.19      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145525007.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16734 | PA      | $16019.50     | 0.01%             | 2024-11-03      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423598.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $453.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992525451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $150.97       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480719.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7264 | PA      | $7202.02      | 0.00%             | 2025-01-21      | Fixed         | 10.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $143.08       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473402.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16075 | PA      | $15989.07     | 0.01%             | 2027-01-20      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $67.41        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.81         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.27        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.23        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12577391.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44248 | PA      | $44870.22     | 0.02%             | 2027-03-30      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688382.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12582 | PA      | $12134.88     | 0.00%             | 2026-12-20      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216880.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21242 | PA      | $19977.90     | 0.01%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $490.99       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $176.84       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786791.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1044.34      | 0.00%             | 2027-03-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781903.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13584 | PA      | $13462.77     | 0.00%             | 2027-03-14      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221114.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $172.10       | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786399.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $5768.10      | 0.00%             | 2027-08-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12725825.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26477 | PA      | $5820.21      | 0.00%             | 2027-04-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.52        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655355.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28596 | PA      | $27605.50     | 0.01%             | 2026-10-27      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992438056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $485.41       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218853.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2188.48      | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $7.62         | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135555.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10916 | PA      | $9992.31      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785878.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1350.30      | 0.00%             | 2027-03-14      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $328.42       | 0.00%             | 2024-04-02      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357742.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $123.82       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740439.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2321.74      | 0.00%             | 2025-03-23      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6026062.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22421 | PA      | $21446.05     | 0.01%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782299.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $852.44       | 0.00%             | 2025-03-14      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187402362.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11830 | PA      | $11518.51     | 0.00%             | 2027-03-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                       | First Brands Group LLC, Term Loan                                                               | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $379000.00    | 0.13%             | 2027-03-30      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929713.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $2010.95      | 0.00%             | 2027-04-12      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3235 | PA      | $3352.64      | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675415.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38121 | PA      | $38204.87     | 0.01%             | 2027-03-28      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782469.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11047 | PA      | $10938.78     | 0.00%             | 2027-03-14      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2211679.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21420 | PA      | $21249.16     | 0.01%             | 2024-12-16      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $214.75       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $234.70       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991942814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.57        | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935520.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4439.31      | 0.00%             | 2027-04-12      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755414.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5196 | PA      | $3228.33      | 0.00%             | 2027-04-11      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $140.83       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992519663.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $100.98       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928392.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44969 | PA      | $44536.03     | 0.02%             | 2027-04-12      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10293581.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27972 | PA      | $28396.56     | 0.01%             | 2025-12-14      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992434002.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.29         | 0.00%             | 2027-10-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6485 | PA      | $6422.96      | 0.00%             | 2027-03-14      | Fixed         | 29.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $136.70       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627885.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15504 | PA      | $14848.34     | 0.01%             | 2026-09-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931216.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2477.53      | 0.00%             | 2027-04-11      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201771.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.96       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374591.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $109.35       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894097.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5327 | PA      | $-3.80        | -0.00%            | 2026-10-21      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $458.74       | 0.00%             | 2025-04-15      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14386049.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10781 | PA      | $10773.60     | 0.00%             | 2025-06-29      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144778.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $3115.49      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929271.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31999 | PA      | $31851.96     | 0.01%             | 2027-04-11      | Fixed         | 8.07%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781333.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15743 | PA      | $15491.98     | 0.01%             | 2027-03-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474080.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8036 | PA      | $7979.55      | 0.00%             | 2027-01-20      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $36.18        | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.57        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $122.59       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992622644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $597.42       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Petra Diamonds US Treasury plc                                               | Petra Diamonds US Treasury plc                                                                  | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    728486 | PA      | $724843.42    | 0.25%             | 2026-03-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472888.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $2905.14      | 0.00%             | 2029-01-20      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.10       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.86        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066411.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $2573.19      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $133.06       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406929.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $127.55       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935062.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3395.75      | 0.00%             | 2027-04-12      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338902.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $947.35       | 0.00%             | 2025-04-20      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1312.71      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.80         | 0.00%             | 2027-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739683.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $3019.35      | 0.00%             | 2025-03-22      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Shearer's Foods LLC                                                          | Shearer's Foods LLC, First Lien Term Loan                                                       | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    164510 | PA      | $157312.27    | 0.06%             | 2027-09-23      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927922.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16137 | PA      | $15955.52     | 0.01%             | 2027-04-11      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2271135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1371.05      | 0.00%             | 2024-12-17      | Fixed         | 7.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $650.89       | 0.00%             | 2025-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $91.95        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658257.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13070 | PA      | $13262.29     | 0.00%             | 2025-05-26      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037004.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10811 | PA      | $10283.19     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $159.17       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992498711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $163.98       | 0.00%             | 2025-04-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093852.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $52.52        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056109.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5807 | PA      | $5377.84      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Victoria's Secret & Co.                                                      | Victoria's Secret & Co.                                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314560.00    | 0.11%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187860052.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9142 | PA      | $8860.85      | 0.00%             | 2027-04-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $817.32       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890555.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $1375.90      | 0.00%             | 2027-03-21      | Fixed         | 31.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $494.23       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13414 | PA      | $13909.88     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $161.55       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932065.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1624.84      | 0.00%             | 2025-04-11      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11822517.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27170 | PA      | $27535.92     | 0.01%             | 2026-02-05      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.24        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179161.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2128.31      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.69        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646834.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23344 | PA      | $22923.35     | 0.01%             | 2024-10-29      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111972.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3095 | PA      | $3080.46      | 0.00%             | 2027-04-24      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750849.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14000 | PA      | $13457.20     | 0.00%             | 2027-05-01      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720353.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $3394.38      | 0.00%             | 2026-09-16      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054695.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $95.46        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052108.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $768.35       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $171.94       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class A5                                 | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1445781.29   | 0.51%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262115.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2268 | PA      | $2235.62      | 0.00%             | 2026-12-16      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $44.52        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.48         | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992171230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $144.56       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.92        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $96.81        | 0.00%             | 2024-04-17      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008974.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $6.59         | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165046.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4791 | PA      | $4511.37      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6059743.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $4052.76      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475868.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2944.68      | 0.00%             | 2027-01-20      | Fixed         | 18.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $3.93         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.07         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4692 | PA      | $4648.89      | 0.00%             | 2024-11-10      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $94.54        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779894.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9583 | PA      | $9492.52      | 0.00%             | 2027-03-14      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187995587.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17842 | PA      | $17382.88     | 0.01%             | 2027-04-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783840.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17642 | PA      | $17475.01     | 0.01%             | 2027-03-14      | Fixed         | 29.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $12.49        | 0.00%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $344.77       | 0.00%             | 2025-04-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187945139.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19605 | PA      | $19023.46     | 0.01%             | 2027-04-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $157.66       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030992.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.99        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929849.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1750.85      | 0.00%             | 2027-04-11      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786391.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $7166.44      | 0.00%             | 2027-03-14      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783331.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13800 | PA      | $13576.86     | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $158.97       | 0.00%             | 2025-04-04      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005710.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8351 | PA      | $7994.85      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10139262.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16835 | PA      | $17084.60     | 0.01%             | 2026-09-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14232871.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37290 | PA      | $37100.97     | 0.01%             | 2027-06-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $125.73       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992573827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1999.09      | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146892745.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $6296.51      | 0.00%             | 2024-03-30      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.59        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186171654.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19670 | PA      | $19224.70     | 0.01%             | 2025-02-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14177847.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42592 | PA      | $42751.17     | 0.01%             | 2027-07-08      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931142.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18085 | PA      | $17991.93     | 0.01%             | 2027-04-11      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13336406.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20861 | PA      | $20904.85     | 0.01%             | 2027-05-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.61        | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $138.04       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020281.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1688.57      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262937.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4308 | PA      | $4275.85      | 0.00%             | 2027-05-16      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $248.53       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017448.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1762.34      | 0.00%             | 2026-11-10      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932938.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2246.02      | 0.00%             | 2027-04-12      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $470.03       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714327.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21603 | PA      | $20533.84     | 0.01%             | 2027-02-14      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $467.77       | 0.00%             | 2024-03-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266480.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2912.46      | 0.00%             | 2026-12-17      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782268.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1179 | PA      | $1168.05      | 0.00%             | 2027-03-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783637.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7178 | PA      | $7082.82      | 0.00%             | 2027-03-14      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Jazz Securities DAC                                                          | Jazz Securities DAC                                                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1160997.50   | 0.41%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111978.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3127 | PA      | $486.27       | 0.00%             | 2026-11-24      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070868.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.69        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471439.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $944.17       | 0.00%             | 2027-01-20      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12802206.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45074 | PA      | $45306.34     | 0.02%             | 2027-03-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185821539.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9349 | PA      | $9080.82      | 0.00%             | 2025-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743942.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8876 | PA      | $8611.21      | 0.00%             | 2027-03-23      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1972 | PA      | $2050.46      | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933460.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2026.99      | 0.00%             | 2025-04-12      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $108.92       | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $221.98       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472110.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11705 | PA      | $11644.41     | 0.00%             | 2027-01-20      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $76.55        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931438.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4731 | PA      | $4678.19      | 0.00%             | 2027-04-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $53.42        | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784070.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15022 | PA      | $14875.17     | 0.01%             | 2027-03-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219934.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1747.23      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781801.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4747 | PA      | $4667.15      | 0.00%             | 2027-03-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $20.79        | 0.00%             | 2025-04-03      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3423 | PA      | $3373.69      | 0.00%             | 2024-12-17      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11796839.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $5821.88      | 0.00%             | 2024-02-11      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783021.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11344 | PA      | $11264.13     | 0.00%             | 2027-03-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932547.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $5113.76      | 0.00%             | 2025-04-12      | Fixed         | 10.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785182.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31793 | PA      | $31479.96     | 0.01%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $4058.36      | 0.00%             | 2025-02-18      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017658.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2965 | PA      | $433.82       | 0.00%             | 2026-11-10      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025839.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.22        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788427.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6426.97      | 0.00%             | 2027-03-14      | Fixed         | 29.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991913343.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $176.28       | 0.00%             | 2025-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $35.13        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057670.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2565.36      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110882.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7013 | PA      | $6999.84      | 0.00%             | 2026-11-24      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783618.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4778 | PA      | $4712.55      | 0.00%             | 2025-03-14      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185662657.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7763 | PA      | $7524.02      | 0.00%             | 2025-02-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930348.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6031 | PA      | $5931.40      | 0.00%             | 2027-04-11      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $364.41       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743846.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9575 | PA      | $9228.69      | 0.00%             | 2025-03-23      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.28        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 159978471.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10536 | PA      | $9997.83      | 0.00%             | 2024-12-08      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14560147.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7895 | PA      | $1448.65      | 0.00%             | 2027-06-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12885018.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8477 | PA      | $2670.27      | 0.00%             | 2025-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928269.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10164 | PA      | $6117.53      | 0.00%             | 2025-04-11      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992567188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.74        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.04        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $239.64       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14578298.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11094 | PA      | $11131.19     | 0.00%             | 2026-06-24      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032160.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7972 | PA      | $7565.30      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10681978.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43520 | PA      | $43484.18     | 0.02%             | 2026-11-19      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6120442.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14415 | PA      | $13716.73     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992590004.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $6.60         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750219.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9690 | PA      | $9371.16      | 0.00%             | 2025-04-06      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654519.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $734.05       | 0.00%             | 2027-02-18      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238807.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1900.69      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.01        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113271.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $644.18       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC, First Lien Term Loan B-1                                  | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    398987 | PA      | $395994.93    | 0.14%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $48.46        | 0.00%             | 2025-04-01      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $19.99        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181418.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7098 | PA      | $6682.02      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750204.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10604 | PA      | $10144.04     | 0.00%             | 2025-04-06      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.09        | 0.00%             | 2024-04-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991881126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.68         | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931821.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1668.54      | 0.00%             | 2027-04-11      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate, Term Loan                                                        | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    308691 | PA      | $305063.87    | 0.11%             | 2025-05-09      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184982732.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13291 | PA      | $13002.47     | 0.00%             | 2027-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976741.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $25.70        | 0.00%             | 2025-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.95        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 167548521.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3121.18      | 0.00%             | 2023-05-09      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481996.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1414.28      | 0.00%             | 2029-01-21      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780770.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9878 | PA      | $9783.93      | 0.00%             | 2027-03-14      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11025781.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12246 | PA      | $12014.79     | 0.00%             | 2024-12-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786073.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38020 | PA      | $37664.35     | 0.01%             | 2027-03-14      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017283.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4431 | PA      | $4401.56      | 0.00%             | 2026-11-10      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1087.36      | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $177.28       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 168426128.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6642 | PA      | $6405.87      | 0.00%             | 2023-05-19      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655755.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7539 | PA      | $7475.15      | 0.00%             | 2027-02-18      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.49       | 0.00%             | 2024-04-04      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4317 | PA      | $4123.45      | 0.00%             | 2027-03-14      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11026549.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12785 | PA      | $6996.54      | 0.00%             | 2025-12-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992043326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $159.98       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930025.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4551 | PA      | $4467.59      | 0.00%             | 2025-04-11      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $203.60       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $521.85       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $133.38       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348574.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $2161.45      | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185544780.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31284 | PA      | $30246.92     | 0.01%             | 2027-02-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18905 | PA      | $18723.19     | 0.01%             | 2027-03-14      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991957564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.71        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750612.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12588 | PA      | $12192.20     | 0.00%             | 2027-04-15      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                                    | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      2309 | NS      | $43149.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261943.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $92.61        | 0.00%             | 2025-10-16      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935969.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13387 | PA      | $13294.47     | 0.00%             | 2027-04-12      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $389.04       | 0.00%             | 2024-04-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $85.79        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150527722.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5190 | PA      | $5063.21      | 0.00%             | 2024-04-23      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269825.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4234 | PA      | $4195.59      | 0.00%             | 2026-12-17      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472984.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $2720.01      | 0.00%             | 2027-01-20      | Fixed         | 6.81%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13009028.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21793 | PA      | $22049.41     | 0.01%             | 2027-03-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $618.92       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992426955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $144.23       | 0.00%             | 2024-04-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018443.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1195.96      | 0.00%             | 2025-04-10      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -198125 | PA      | $-198125.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $63.01        | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2899443.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29064 | PA      | $28804.81     | 0.01%             | 2029-04-11      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6152944.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6163.74      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2936.32      | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6055962.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9886 | PA      | $9276.62      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13103498.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24495 | PA      | $24849.04     | 0.01%             | 2027-04-17      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749478.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8020 | PA      | $7771.14      | 0.00%             | 2027-04-05      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183149.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.15        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $11.68        | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781498.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9357 | PA      | $671.74       | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135425.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1355.46      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185699989.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9040 | PA      | $8742.71      | 0.00%             | 2027-02-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SASU                                                   | Banijay Entertainment SASU                                                                      | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1893160.00   | 0.66%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $-5.07        | -0.00%            | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473817.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13605 | PA      | $13483.58     | 0.00%             | 2027-01-20      | Fixed         | 10.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930574.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8140 | PA      | $8050.43      | 0.00%             | 2027-04-11      | Fixed         | 29.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657392.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12117 | PA      | $12011.72     | 0.00%             | 2027-02-18      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201902.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1775.58      | 0.00%             | 2025-04-04      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933266.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $4487.54      | 0.00%             | 2027-04-12      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176326.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4654 | PA      | $4261.93      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257016.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $201.11       | 0.00%             | 2024-03-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $304.18       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784298.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22473 | PA      | $22104.45     | 0.01%             | 2027-03-14      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994418.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30526 | PA      | $28387.04     | 0.01%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115794.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.22        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2776323.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14480 | PA      | $14245.17     | 0.00%             | 2027-03-14      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236271.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.75        | 0.00%             | 2024-04-08      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $314.71       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992150155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.96         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783812.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4947 | PA      | $4900.40      | 0.00%             | 2027-03-14      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14572397.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22324 | PA      | $22358.07     | 0.01%             | 2027-06-24      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $468.60       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780503.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1574.57      | 0.00%             | 2025-03-14      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $133.53       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $340.44       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.91        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448201.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $249.49       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782876.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9209 | PA      | $9119.30      | 0.00%             | 2027-03-14      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098930.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1198.60      | 0.00%             | 2025-02-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486505.00    | 0.17%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992636018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $145.93       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $406.91       | 0.00%             | 2025-03-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471867.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4260 | PA      | $1255.32      | 0.00%             | 2027-01-20      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $346.75       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Vision Solutions, Inc. / Precisely Software, Inc.                            | Vision Solutions, Inc. / Precisely Software, Inc., First Lien Term Loan                         | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1162239 | PA      | $965530.26    | 0.34%             | 2028-04-24      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743101.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3466.82      | 0.00%             | 2027-04-06      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009843.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.26        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14377174.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17420 | PA      | $17701.16     | 0.01%             | 2027-06-29      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184956.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $577.59       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $304.36       | 0.00%             | 2025-04-05      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377173.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2519.93      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297557.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $970.03       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780035.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4935 | PA      | $4868.90      | 0.00%             | 2027-03-14      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401350.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $113.08       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $304.29       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783095.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2383.40      | 0.00%             | 2027-03-14      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976862.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.52         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992026254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $698.96       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2000658.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15404 | PA      | $15247.24     | 0.01%             | 2026-11-10      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991918770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $878.13       | 0.00%             | 2025-02-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $318.76       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654896.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $165.67       | 0.00%             | 2027-02-18      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935949.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9064 | PA      | $8979.15      | 0.00%             | 2027-04-12      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782801.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4863.22      | 0.00%             | 2027-03-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2189.19      | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998887.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $607.55       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656634.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9873 | PA      | $2535.37      | 0.00%             | 2027-02-18      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992440124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $158.20       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016840.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4758.39      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Woof Holdings, Inc.                                                          | Woof Holdings, Inc., First Lien Term Loan                                                       | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525453 | PA      | $497210.08    | 0.17%             | 2027-12-21      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165114.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15719 | PA      | $14658.31     | 0.01%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992559432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.48        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264632.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16671 | PA      | $16545.14     | 0.01%             | 2026-12-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2435.69      | 0.00%             | 2024-03-23      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228261.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $852.71       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $65.39        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $293.60       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779857.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3504 | PA      | $241.38       | 0.00%             | 2027-03-14      | Fixed         | 34.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $285.39       | 0.00%             | 2025-04-16      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1221.23      | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010835.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1888 | PA      | $1739.94      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017330.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $4472.36      | 0.00%             | 2027-04-10      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991962687.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $431.36       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036977.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $4448.95      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.43        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $185.57       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2259209.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3529 | PA      | $3498.86      | 0.00%             | 2024-12-16      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779891.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9177 | PA      | $9073.39      | 0.00%             | 2027-08-14      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732952.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10602 | PA      | $10282.61     | 0.00%             | 2027-03-22      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478450.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5017 | PA      | $4990.48      | 0.00%             | 2027-01-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112204.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4693 | PA      | $4644.83      | 0.00%             | 2026-11-24      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308414.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $243.44       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992544590.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.90       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785399.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14725 | PA      | $14465.24     | 0.01%             | 2027-03-14      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $114.27       | 0.00%             | 2025-03-23      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6172125.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12157 | PA      | $11310.83     | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12116704.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39514 | PA      | $40051.21     | 0.01%             | 2027-03-06      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $230.49       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780083.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39381 | PA      | $39098.02     | 0.01%             | 2027-03-14      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6190114.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44339 | PA      | $41233.49     | 0.01%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $180.80       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $641.77       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929660.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3022 | PA      | $2971.21      | 0.00%             | 2027-04-11      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037441.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2272.40      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2776276.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21208 | PA      | $21098.27     | 0.01%             | 2027-03-14      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1100.58      | 0.00%             | 2024-03-08      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $214.89       | 0.00%             | 2024-04-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $487.27       | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995818.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6435 | PA      | $6094.57      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220062.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8776 | PA      | $8229.26      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654356.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6117 | PA      | $1790.57      | 0.00%             | 2027-02-18      | Fixed         | 26.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785498.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $869.55       | 0.00%             | 2027-03-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780437.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $2285.75      | 0.00%             | 2025-03-14      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740553.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2723.06      | 0.00%             | 2025-03-23      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $-4.32        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13155767.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19543 | PA      | $19545.56     | 0.01%             | 2027-04-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977693.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $921.38       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627091.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8321 | PA      | $8064.53      | 0.00%             | 2024-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781470.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10411 | PA      | $10314.55     | 0.00%             | 2027-03-14      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $43.06        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345537.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.82        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2641769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2282.68      | 0.00%             | 2027-02-18      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992121896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $381.92       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992537011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3552 | PA      | $3598.15      | 0.00%             | 2025-04-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654690.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1005.31      | 0.00%             | 2027-02-18      | Fixed         | 30.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935129.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7382 | PA      | $7260.97      | 0.00%             | 2027-04-12      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $688.62       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787084.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5892 | PA      | $5796.44      | 0.00%             | 2027-03-14      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2025-04-21      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                                 | American Trailer World Corp., First Lien Term Loan                                              | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1135380 | PA      | $986838.52    | 0.35%             | 2028-03-03      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388025.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1157.09      | 0.00%             | 2027-04-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785022.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17738 | PA      | $17617.13     | 0.01%             | 2027-03-14      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992316418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1169.95      | 0.00%             | 2025-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13048540.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23019 | PA      | $23269.87     | 0.01%             | 2025-04-15      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992324871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $122.53       | 0.00%             | 2024-04-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992327489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.86        | 0.00%             | 2025-04-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $217.45       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743546.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13224 | PA      | $12827.48     | 0.00%             | 2027-03-23      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $161.50       | 0.00%             | 2025-04-10      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786186.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13700 | PA      | $13483.94     | 0.00%             | 2027-03-14      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784023.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32907 | PA      | $32747.97     | 0.01%             | 2027-03-14      | Fixed         | 7.45%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3558.43      | 0.00%             | 2025-04-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13414992.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25366 | PA      | $25694.50     | 0.01%             | 2026-03-30      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395972.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.63        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $603.70       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999409.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $67.62        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.81         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| APX Group, Inc.                                                              | APX Group, Inc., Term Loan                                                                      | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    683294 | PA      | $677209.39    | 0.24%             | 2028-07-10      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $135.56       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992252139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $264.87       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187336721.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24799 | PA      | $103.34       | 0.00%             | 2027-03-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| EnLink Midstream LLC                                                         | EnLink Midstream LLC                                                                            | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792840.00    | 0.28%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016122.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3445.34      | 0.00%             | 2026-11-10      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781334.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9027 | PA      | $8907.05      | 0.00%             | 2027-03-14      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787840.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2246.19      | 0.00%             | 2027-03-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742670.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5462 | PA      | $5265.64      | 0.00%             | 2025-04-06      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784721.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $24.39        | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $470.38       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.72        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $167.03       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1897 | PA      | $1924.18      | 0.00%             | 2025-04-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14240775.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8537 | PA      | $8532.72      | 0.00%             | 2025-06-08      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264410.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $461.73       | 0.00%             | 2024-12-16      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $319.21       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6159579.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2116.50      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739647.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8159 | PA      | $7880.62      | 0.00%             | 2025-03-22      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150215503.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $3536.52      | 0.00%             | 2024-04-15      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780370.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21645 | PA      | $20545.92     | 0.01%             | 2027-08-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932593.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6198 | PA      | $6168.92      | 0.00%             | 2027-04-12      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.41        | 0.00%             | 2025-03-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992050136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $8.97         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785590.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8491 | PA      | $-122.30      | -0.00%            | 2027-03-14      | Fixed         | 32.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168549097.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1037.99      | 0.00%             | 2023-03-18      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479722.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5282 | PA      | $5260.74      | 0.00%             | 2029-01-21      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| KUEHG Corp. / KC MergerSub, Inc.                                             | KUEHG Corp. / KC MergerSub, Inc., Term Loan B3                                                  | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    293846 | PA      | $282950.34    | 0.10%             | 2025-02-21      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242041.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $784.50       | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956996.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $286.43       | 0.00%             | 2025-03-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10976531.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7926 | PA      | $1721.36      | 0.00%             | 2024-10-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180952.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15589 | PA      | $14513.58     | 0.01%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992450751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $99.40        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047005.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4828 | PA      | $4604.21      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264965.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.38        | 0.00%             | 2025-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co., Series R                                                                  | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470900.00   | 0.52%             | 2023-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745982.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $0.00         | 0.00%             | 2027-03-28      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $240.29       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12802041.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44608 | PA      | $45096.58     | 0.02%             | 2027-04-06      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $221.75       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101761.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $2959.32      | 0.00%             | 2026-11-24      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $47.36        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $212.67       | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984737.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $4.54         | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2524.82      | 0.00%             | 2027-08-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11872577.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39431 | PA      | $39948.79     | 0.01%             | 2027-04-12      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.34        | 0.00%             | 2025-04-10      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064333.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4499 | PA      | $4274.68      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928694.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14431 | PA      | $14288.89     | 0.01%             | 2027-04-11      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991860446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $35.23        | 0.00%             | 2024-02-25      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260718.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1777.19      | 0.00%             | 2026-12-16      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                           | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494054.60   | 0.52%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992045594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $133.19       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $71.55        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018222.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $512.53       | 0.00%             | 2024-11-10      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $634.78       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785408.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6118 | PA      | $6033.55      | 0.00%             | 2025-03-14      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481541.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6544 | PA      | $974.72       | 0.00%             | 2027-01-21      | Fixed         | 22.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780112.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8830 | PA      | $8743.57      | 0.00%             | 2027-03-14      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348190.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $136.51       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238771.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1183.71      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374853.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $171.28       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783344.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $1401.10      | 0.00%             | 2025-03-14      | Fixed         | 32.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173917.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1238.99      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189860.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $762.44       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145577468.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $4058.29      | 0.00%             | 2023-12-31      | Fixed         | 13.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.70        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $174.66       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674748.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44590 | PA      | $45013.14     | 0.02%             | 2027-04-02      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $182.50       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500636.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $11.37        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648693.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13805 | PA      | $13333.02     | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196449.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $12.22        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931374.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6204 | PA      | $6174.71      | 0.00%             | 2027-04-11      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787996.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13714 | PA      | $13620.02     | 0.00%             | 2027-03-14      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372193.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $126.09       | 0.00%             | 2025-04-11      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744299.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8043 | PA      | $7712.34      | 0.00%             | 2027-03-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112290.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3639 | PA      | $262.59       | 0.00%             | 2026-11-24      | Fixed         | 16.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006300.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $5999.78      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783070.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25060 | PA      | $23703.76     | 0.01%             | 2027-03-14      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732964.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $7585.58      | 0.00%             | 2025-03-22      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010216.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8621 | PA      | $8228.43      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018216.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3276.00      | 0.00%             | 2026-11-10      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $34.72        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3749.13      | 0.00%             | 2025-04-02      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-09645128.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43451 | PA      | $44005.58     | 0.02%             | 2026-12-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476876.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4257.78      | 0.00%             | 2027-01-21      | Fixed         | 23.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $236.04       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $119.79       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782817.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20489 | PA      | $3056.36      | 0.00%             | 2027-03-14      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6046225.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33893 | PA      | $31532.95     | 0.01%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $96.03        | 0.00%             | 2025-03-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072385.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.85        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Primo Water Holdings, Inc.                                                   | Primo Water Holdings, Inc.                                                                      | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    700000 | PA      | $605340.06    | 0.21%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154713.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.74        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069341.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $2096.40      | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.41        | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $778.68       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242718.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49118 | PA      | $46034.18     | 0.02%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782816.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $5759.78      | 0.00%             | 2027-03-14      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.70        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $10.92        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740373.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $3079.08      | 0.00%             | 2025-03-23      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179022.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15434 | PA      | $15483.48     | 0.01%             | 2027-06-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928685.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $831.22       | 0.00%             | 2025-09-11      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732979.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10158 | PA      | $9859.01      | 0.00%             | 2025-04-05      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1046.79      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153000.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4916 | PA      | $4656.14      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $2163.71      | 0.00%             | 2025-04-13      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1154.06      | 0.00%             | 2025-04-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.07        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931774.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13134 | PA      | $12999.95     | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991960819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.91        | 0.00%             | 2025-03-05      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197157.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.43        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323276.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5548 | PA      | $5610.12      | 0.00%             | 2024-05-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418003.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.83         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12793996.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28792 | PA      | $28572.70     | 0.01%             | 2027-04-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.49        | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135013.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       818 | PA      | $792.90       | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $23.01        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991885208.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $269.92       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393754.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.81        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474933.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24815 | PA      | $24598.41     | 0.01%             | 2027-01-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $570.77       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656784.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $3106.80      | 0.00%             | 2027-02-18      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104370.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $1041.90      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931437.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9371 | PA      | $9305.24      | 0.00%             | 2027-04-11      | Fixed         | 9.47%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217269.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $354.00       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1762974.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6293 | PA      | $6113.52      | 0.00%             | 2027-04-20      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991899782.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $-16.60       | -0.00%            | 2025-02-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021632.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9464 | PA      | $8985.84      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992513935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.56        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $4.30         | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740505.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11069 | PA      | $2584.17      | 0.00%             | 2027-03-23      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12608313.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4809 | PA      | $4860.51      | 0.00%             | 2024-04-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228233.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1643.39      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992216086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $14.30        | 0.00%             | 2025-03-12      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $757.36       | 0.00%             | 2024-04-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.07        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1005198 | PA      | $-1005197.51  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $108.26       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.15        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.11        | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $971.23       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779874.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8948 | PA      | $8828.77      | 0.00%             | 2027-03-14      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968741.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $127.35       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $235.29       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783852.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5337 | PA      | $5287.11      | 0.00%             | 2027-03-14      | Fixed         | 14.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992613205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.93        | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.45        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187710171.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30846 | PA      | $29845.91     | 0.01%             | 2027-03-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187944849.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9226 | PA      | $8900.42      | 0.00%             | 2027-04-14      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $82.94        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240860.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70244 | PA      | $65275.95     | 0.02%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991893728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $23.08        | 0.00%             | 2024-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194662.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5087 | PA      | $4788.29      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781283.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10124 | PA      | $9964.03      | 0.00%             | 2027-03-14      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786180.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12209 | PA      | $879.54       | 0.00%             | 2027-03-14      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042086.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $2973.93      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720845.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1467.35      | 0.00%             | 2025-02-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $17.22        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.52         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016033.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1619.72      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783606.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12969 | PA      | $12876.50     | 0.00%             | 2027-03-14      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740880.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9787 | PA      | $7925.00      | 0.00%             | 2027-03-23      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $240.81       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750216.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1554.28      | 0.00%             | 2025-04-06      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217578.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9881 | PA      | $9141.12      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.21        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066532.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $3853.01      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992522366.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $1020.64      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193278.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1418.43      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266557.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $91.48        | 0.00%             | 2024-12-16      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656038.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1278.44      | 0.00%             | 2027-02-18      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655873.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $147.35       | 0.00%             | 2027-02-18      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933392.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2625.30      | 0.00%             | 2025-04-12      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099727.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.82        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992333149.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $49.05        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181938.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1303.64      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3163.69      | 0.00%             | 2027-03-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993174.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32613 | PA      | $26763.09     | 0.01%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992573635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.70       | 0.00%             | 2024-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $329.66       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784043.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $224.04       | 0.00%             | 2027-03-14      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6178615.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11608 | PA      | $10927.04     | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.01        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185597588.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11329 | PA      | $11131.98     | 0.00%             | 2027-01-28      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $469.46       | 0.00%             | 2024-04-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931251.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2033.61      | 0.00%             | 2025-04-11      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015645.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $4960.74      | 0.00%             | 2026-11-10      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784108.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19608 | PA      | $18416.76     | 0.01%             | 2027-03-14      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057411.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3321.97      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742679.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4284.02      | 0.00%             | 2027-03-22      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029546.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $182.95       | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929882.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6584 | PA      | $6509.72      | 0.00%             | 2027-04-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $112.66       | 0.00%             | 2025-04-04      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931357.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2018.22      | 0.00%             | 2027-04-11      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239338.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5335.55      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267089.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $348.54       | 0.00%             | 2026-12-17      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12802958.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22024 | PA      | $22147.32     | 0.01%             | 2027-03-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6026186.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97116 | PA      | $83128.31     | 0.03%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416305.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34910 | PA      | $35433.13     | 0.01%             | 2027-05-15      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733807.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10639 | PA      | $10321.27     | 0.00%             | 2027-03-23      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13009743.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18622 | PA      | $18915.29     | 0.01%             | 2027-04-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220224.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2661.78      | 0.00%             | 2027-04-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13162907.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32155 | PA      | $32299.86     | 0.01%             | 2027-05-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786696.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $143.10       | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2815 | PA      | $2835.45      | 0.00%             | 2025-04-03      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786689.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2886.39      | 0.00%             | 2027-03-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655411.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $2338.44      | 0.00%             | 2027-02-18      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478021.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9438 | PA      | $9370.25      | 0.00%             | 2029-01-21      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471006.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1469.76      | 0.00%             | 2027-01-20      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173166.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.43        | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782964.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $1588.57      | 0.00%             | 2025-03-14      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996746.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $6.57         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176314.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $863.85       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790185.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10757 | PA      | $10612.05     | 0.00%             | 2027-03-14      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174517.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18952 | PA      | $17666.99     | 0.01%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991949509.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $258.85       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $353.36       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061655.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31283 | PA      | $31749.96     | 0.01%             | 2027-04-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13629014.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28282 | PA      | $28675.61     | 0.01%             | 2027-05-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $3.96         | 0.00%             | 2025-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $13.71        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992311154.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $1540.38      | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.38        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $338.13       | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474828.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2256.83      | 0.00%             | 2025-11-21      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779691.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14954 | PA      | $1066.65      | 0.00%             | 2027-08-14      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.12         | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $486.29       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655727.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12190 | PA      | $11768.21     | 0.00%             | 2026-10-27      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782416.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6174 | PA      | $6114.05      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739848.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6374 | PA      | $6127.54      | 0.00%             | 2027-03-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $197.50       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146072.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $41.19        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721052.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $5283.74      | 0.00%             | 2024-09-16      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2881416.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5588 | PA      | $5531.09      | 0.00%             | 2025-04-11      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $266.21       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $82.23        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1895865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $687.48       | 0.00%             | 2024-10-21      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051936.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6981 | PA      | $6602.69      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261255.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33442 | PA      | $33015.08     | 0.01%             | 2026-12-16      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $898.84       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1722444.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $52.35        | 0.00%             | 2025-02-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110973.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2647.59      | 0.00%             | 2026-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185610897.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7059 | PA      | $6844.90      | 0.00%             | 2027-02-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784282.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6863 | PA      | $6798.62      | 0.00%             | 2027-03-14      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $331.76       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996605.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13981 | PA      | $12084.21     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.85         | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018006.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1365.91      | 0.00%             | 2024-11-10      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018257.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5251 | PA      | $1406.01      | 0.00%             | 2026-11-10      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12997870.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22198 | PA      | $22265.15     | 0.01%             | 2027-04-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153376.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3516.81      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992327642.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $-12.75       | -0.00%            | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784093.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8273 | PA      | $8142.85      | 0.00%             | 2027-03-14      | Fixed         | 25.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781921.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $512.96       | 0.00%             | 2027-03-14      | Fixed         | 27.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220890.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28247 | PA      | $26276.51     | 0.01%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935127.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21560 | PA      | $2941.59      | 0.00%             | 2027-04-12      | Fixed         | 12.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111909.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2871.33      | 0.00%             | 2026-11-24      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC / USAGM Holdco LLC                               | Allied Universal Holdco LLC / USAGM Holdco LLC, Term Loan                                       | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1361686 | PA      | $1296332.11   | 0.45%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992428210.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $321.48       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042007.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2432.79      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932021.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1381.40      | 0.00%             | 2027-04-11      | Fixed         | 27.20%                | No            |                  3 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.   | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.                      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080070 | PA      | $1076183.35   | 0.38%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800813.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8922 | PA      | $9038.86      | 0.00%             | 2024-04-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933064.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38581 | PA      | $38304.92     | 0.01%             | 2027-04-12      | Fixed         | 8.64%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366927.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $248.17       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $214.64       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934705.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9989 | PA      | $9804.07      | 0.00%             | 2025-04-12      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                         | Owens-Brockway Glass Container, Inc.                                                            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364409.01    | 0.13%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.80       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $140.43       | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270320.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $489.05       | 0.00%             | 2026-12-17      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046080.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $6.67         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990791.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $3314.59      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10780894.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $4789.44      | 0.00%             | 2023-11-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256746.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29679 | PA      | $27563.02     | 0.01%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4591.76      | 0.00%             | 2027-03-14      | Fixed         | 29.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $225.11       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780757.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1530.28      | 0.00%             | 2027-03-14      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12270573.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33234 | PA      | $33668.64     | 0.01%             | 2027-05-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $738.41       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657532.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17589 | PA      | $17466.89     | 0.01%             | 2027-02-18      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781072.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3927.69      | 0.00%             | 2027-03-14      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135722.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.16        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| AAdvantage Loyality IP Ltd. / American Airlines, Inc.                        | AAdvantage Loyality IP Ltd. / American Airlines, Inc., Term Loan                                | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    724129 | PA      | $722206.68    | 0.25%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277348.70    | 0.10%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $99.22        | 0.00%             | 2025-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $7.13         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476521.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $937.39       | 0.00%             | 2029-01-21      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12213150.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10984 | PA      | $10986.89     | 0.00%             | 2027-03-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1432.39      | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111907.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2518.35      | 0.00%             | 2026-11-24      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.97        | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480622.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26893 | PA      | $26751.83     | 0.01%             | 2027-01-21      | Fixed         | 6.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133045.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1541.98      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                   | ASP Unifrax Holdings, Inc.                                                                      | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127200.00    | 0.04%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $425.68       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2044.79      | 0.00%             | 2026-09-16      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119553.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $128.72       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016090.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10925 | PA      | $10781.83     | 0.00%             | 2026-11-10      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11755781.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7146 | PA      | $7203.87      | 0.00%             | 2025-02-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004621.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7779 | PA      | $7447.57      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2743727.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4751 | PA      | $4692.91      | 0.00%             | 2027-08-14      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $152.18       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $1.87         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2778977.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1019.05      | 0.00%             | 2025-03-14      | Fixed         | 19.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992529617.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.73       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                           | DexKo Global, Inc., First Lien Term Loan                                                        | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477356 | PA      | $429553.36    | 0.15%             | 2028-10-04      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187016641.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36528 | PA      | $35397.29     | 0.01%             | 2027-03-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13675373.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20751 | PA      | $2363.88      | 0.00%             | 2025-05-24      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991963425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1925.09      | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780057.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3958.16      | 0.00%             | 2025-03-14      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6172357.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $755.26       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10683512.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36959 | PA      | $36895.26     | 0.01%             | 2026-11-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992243350.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.04         | 0.00%             | 2027-09-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648951.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15892 | PA      | $15345.19     | 0.01%             | 2026-10-27      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.91       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2824.51      | 0.00%             | 2025-04-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 154211311.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $8643.20      | 0.00%             | 2024-11-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743570.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7694 | PA      | $7435.83      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.63        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $1002.38      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 168272231.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $90.88        | 0.00%             | 2023-04-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783979.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6267 | PA      | $6170.14      | 0.00%             | 2025-03-14      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11821469.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13509 | PA      | $13513.49     | 0.00%             | 2024-12-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788615.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $4098.05      | 0.00%             | 2027-03-14      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780483.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $352.64       | 0.00%             | 2027-03-14      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $636.69       | 0.00%             | 2025-04-16      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095946.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229333.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $108.75       | 0.00%             | 2025-03-11      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080605.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $441.93       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012758.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3268 | PA      | $3103.00      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795067.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33894 | PA      | $34035.18     | 0.01%             | 2027-04-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6000119.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7705 | PA      | $7049.33      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750597.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17901 | PA      | $17062.16     | 0.01%             | 2027-04-07      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377294.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $678.63       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13680560.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5785 | PA      | $5851.19      | 0.00%             | 2024-05-27      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785601.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $2045.98      | 0.00%             | 2027-03-14      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983789.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $62.01        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991892823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $606.36       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $5.29         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992259631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $543.92       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150301304.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $6947.83      | 0.00%             | 2024-04-21      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933592.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9527 | PA      | $9649.06      | 0.00%             | 2024-04-18      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.42         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202400.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $149.41       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $250.57       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397379.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $208.08       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305107.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.69        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991948104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $115.82       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017685.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $8747.27      | 0.00%             | 2026-11-10      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016322.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1437.00      | 0.00%             | 2024-11-10      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389806.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.47        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253061.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $172.46       | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991951113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1593.30      | 0.00%             | 2025-03-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $429.55       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1647176.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8411 | PA      | $8177.72      | 0.00%             | 2026-10-29      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473315.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7942 | PA      | $7888.08      | 0.00%             | 2029-06-20      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221575.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $313.69       | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372326.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23533 | PA      | $23919.29     | 0.01%             | 2025-07-08      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13021046.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13825 | PA      | $13595.79     | 0.00%             | 2025-04-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416410.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10964 | PA      | $10915.40     | 0.00%             | 2027-03-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779319.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1675.80      | 0.00%             | 2027-03-14      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.43        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6237885.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7997 | PA      | $7429.76      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782574.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9162 | PA      | $9073.65      | 0.00%             | 2027-03-14      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991876803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.50        | 0.00%             | 2024-02-26      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139807.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $162.52       | 0.00%             | 2024-03-23      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054670.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $447.26       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256125.00    | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13417327.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4229 | PA      | $4226.76      | 0.00%             | 2027-05-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13050999.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27935 | PA      | $28087.42     | 0.01%             | 2026-04-12      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $16.82        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989746.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $110.06       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475230.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $216.66       | 0.00%             | 2027-01-20      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $739.27       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740145.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12939 | PA      | $12381.92     | 0.00%             | 2027-03-22      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6150483.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $15806.87     | 0.01%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782036.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $908.84       | 0.00%             | 2027-03-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267947.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5344 | PA      | $5068.86      | 0.00%             | 2026-12-17      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523332.00    | 0.18%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.90        | 0.00%             | 2024-04-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714801.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10681 | PA      | $10157.09     | 0.00%             | 2027-02-15      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740103.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22594 | PA      | $21530.73     | 0.01%             | 2027-03-22      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                  | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $392696.00    | 0.14%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13438285.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5117 | PA      | $5178.40      | 0.00%             | 2024-05-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262532.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11420 | PA      | $3288.62      | 0.00%             | 2026-12-16      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1626389.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2456.04      | 0.00%             | 2024-09-24      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016440.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3720.39      | 0.00%             | 2026-11-10      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.32         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4742 | PA      | $332.95       | 0.00%             | 2026-11-24      | Fixed         | 27.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991868043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.99        | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122760.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $538.92       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789302.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5607 | PA      | $5310.36      | 0.00%             | 2027-03-14      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992321202.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $839.41       | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992469287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.32         | 0.00%             | 2027-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.40        | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3353.41      | 0.00%             | 2027-01-21      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785698.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11033 | PA      | $10924.73     | 0.00%             | 2027-03-14      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891670.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2393.05      | 0.00%             | 2024-10-21      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996866.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20854 | PA      | $19435.85     | 0.01%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1895268.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3503 | PA      | $3319.11      | 0.00%             | 2024-10-21      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $97.84        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743180.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13275 | PA      | $12875.17     | 0.00%             | 2027-03-27      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $210.26       | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $99.15        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997631.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1598.45      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740478.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19691 | PA      | $18938.11     | 0.01%             | 2025-03-23      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10776590.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15366 | PA      | $15598.04     | 0.01%             | 2025-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780924.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6269 | PA      | $6185.36      | 0.00%             | 2027-03-14      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2741.37      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners XXII Ltd.                                        | Octagon Investment Partners XXII Ltd., Series 2014-1A, Class CRR                                | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $5709291.68   | 2.00%             | 2030-01-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $266.00       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $402.39       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721509.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15990 | PA      | $15846.86     | 0.01%             | 2026-09-16      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247166.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $167.30       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744611.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22302 | PA      | $21643.47     | 0.01%             | 2027-03-24      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5474.41      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992449613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.67        | 0.00%             | 2024-04-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6159034.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12589 | PA      | $11895.73     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037594.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1480.12      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $1659.24      | 0.00%             | 2025-04-01      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126884.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $97.77        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $1.39         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735736.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1559.60      | 0.00%             | 2025-03-25      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| KKR CLO 26 Ltd.                                                              | KKR CLO 26 Ltd., Class CR                                                                       | CUSIP: 48253HAS4<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1412302.36   | 0.49%             | 2034-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012836.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $3191.16      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187403735.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12944 | PA      | $12589.40     | 0.00%             | 2027-04-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997475.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4310 | PA      | $4126.86      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790587.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10396 | PA      | $10294.48     | 0.00%             | 2027-03-14      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615743.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11456 | PA      | $11031.65     | 0.00%             | 2026-08-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991963921.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $865.63       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480731.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11527 | PA      | $843.02       | 0.00%             | 2027-01-21      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472537.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3602.87      | 0.00%             | 2027-01-20      | Fixed         | 29.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062783.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $11.00        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $919.05       | 0.00%             | 2024-04-03      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187350401.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13405 | PA      | $13175.76     | 0.00%             | 2027-03-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782433.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4926.34      | 0.00%             | 2027-03-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14365422.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10666 | PA      | $10786.37     | 0.00%             | 2027-06-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005475.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5003 | PA      | $4568.73      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473705.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $382.94       | 0.00%             | 2025-01-20      | Fixed         | 21.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477998.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16922 | PA      | $16773.62     | 0.01%             | 2027-01-21      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475609.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $5332.68      | 0.00%             | 2027-01-20      | Fixed         | 28.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187598322.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22691 | PA      | $22135.14     | 0.01%             | 2027-03-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785217.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24821 | PA      | $24580.34     | 0.01%             | 2027-03-14      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $690.74       | 0.00%             | 2025-03-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13537123.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13354 | PA      | $13327.54     | 0.00%             | 2027-05-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285755.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $819.78       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 154100028.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $5666.71      | 0.00%             | 2024-06-26      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673226.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5949 | PA      | $5733.58      | 0.00%             | 2024-11-22      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090289.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2024-03-23      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3397 | PA      | $3526.74      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475656.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $683.54       | 0.00%             | 2027-01-20      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992316046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $303.10       | 0.00%             | 2025-04-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269726.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12551 | PA      | $12458.09     | 0.00%             | 2026-12-17      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783121.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4650 | PA      | $4603.87      | 0.00%             | 2027-08-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786578.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $3997.09      | 0.00%             | 2027-03-14      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095776.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.20        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996556.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $5440.57      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477853.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12194 | PA      | $12137.69     | 0.00%             | 2027-01-21      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124457.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1125.70      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.93        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $1030.87      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255070.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $530.08       | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783832.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7162 | PA      | $6779.56      | 0.00%             | 2027-03-14      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657375.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2507.90      | 0.00%             | 2027-02-18      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $177.43       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779775.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3180.91      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12744377.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $2825.29      | 0.00%             | 2026-04-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744277.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9045 | PA      | $8638.60      | 0.00%             | 2027-04-07      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751986.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3650 | PA      | $3494.90      | 0.00%             | 2025-04-08      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164638.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2463.77      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13435116.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5441 | PA      | $5496.03      | 0.00%             | 2024-05-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458755.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $157.05       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720748.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $4056.57      | 0.00%             | 2026-09-16      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991946748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $722.64       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781565.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2378.99      | 0.00%             | 2029-03-14      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788921.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7541 | PA      | $7470.92      | 0.00%             | 2027-03-14      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024525.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1618.35      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477405.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19015 | PA      | $18801.62     | 0.01%             | 2027-01-21      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472023.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2403.44      | 0.00%             | 2027-01-20      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929924.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1383.05      | 0.00%             | 2027-04-11      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| athenahealth Group, Inc.                                                     | athenahealth Group, Inc., Term Loan                                                             | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2126993 | PA      | $1925694.17   | 0.67%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048454.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1435.07      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744596.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9816 | PA      | $9613.92      | 0.00%             | 2027-03-24      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932159.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11930 | PA      | $11813.89     | 0.00%             | 2025-04-11      | Fixed         | 6.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265697.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2623.37      | 0.00%             | 2026-12-16      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10610237.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11228 | PA      | $11388.05     | 0.00%             | 2026-10-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1704942.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5141 | PA      | $4961.04      | 0.00%             | 2027-01-19      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1587.50      | 0.00%             | 2025-04-16      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784145.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4971 | PA      | $4890.00      | 0.00%             | 2027-03-14      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $-4.89        | -0.00%            | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992630726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.22        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185511719.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10754 | PA      | $10483.63     | 0.00%             | 2025-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013075.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $4.37         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $354.41       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992358044.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $143.25       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $331.01       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012834.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1411.65      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016530.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $2261.97      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10783279.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $549.00       | 0.00%             | 2026-11-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416800.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31553 | PA      | $31845.94     | 0.01%             | 2027-03-22      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016879.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2682 | PA      | $2566.20      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017821.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4432 | PA      | $4402.31      | 0.00%             | 2026-11-10      | Fixed         | 29.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $9.57         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145657415.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7496 | PA      | $7316.55      | 0.00%             | 2024-01-15      | Fixed         | 11.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628584.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5289 | PA      | $5333.77      | 0.00%             | 2024-05-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269179.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12398 | PA      | $12030.48     | 0.00%             | 2027-05-17      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179277.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30168 | PA      | $30363.32     | 0.01%             | 2025-06-22      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687871.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23229 | PA      | $22379.37     | 0.01%             | 2027-01-12      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932546.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11744 | PA      | $11632.84     | 0.00%             | 2027-04-12      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783316.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48225 | PA      | $47713.00     | 0.02%             | 2027-08-14      | Fixed         | 24.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786104.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $1029.39      | 0.00%             | 2027-03-14      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $399.72       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6123221.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11769 | PA      | $11210.14     | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264084.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1783.60      | 0.00%             | 2026-12-16      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366991.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $428.71       | 0.00%             | 2025-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $126.50       | 0.00%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930990.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10072 | PA      | $9905.06      | 0.00%             | 2027-04-11      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781150.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $2851.10      | 0.00%             | 2027-03-14      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084409.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.61         | 0.00%             | 2028-01-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785534.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1747.20      | 0.00%             | 2025-03-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991889815.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $227.31       | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780172.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $1833.47      | 0.00%             | 2027-03-14      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654033.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6398 | PA      | $6340.68      | 0.00%             | 2027-02-18      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1396.29      | 0.00%             | 2025-03-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052668.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1523 | PA      | $1444.45      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 173608489.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15724 | PA      | $14932.08     | 0.01%             | 2026-02-02      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $187.67       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479361.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17659 | PA      | $17567.04     | 0.01%             | 2027-01-21      | Fixed         | 6.78%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692602.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $6125.33      | 0.00%             | 2024-12-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2737.08      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2204.73      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988530.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $155.31       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752289.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18187 | PA      | $17395.38     | 0.01%             | 2027-04-11      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630159.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1822.49      | 0.00%             | 2024-09-24      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $911.65       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474341.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1033.37      | 0.00%             | 2029-01-20      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13055453.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31560 | PA      | $31882.81     | 0.01%             | 2027-03-30      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $141.71       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S5, Class PT              | CUSIP: 21055CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74558 | PA      | $70248.59     | 0.02%             | 2044-09-15      | Variable      | 12.20%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784337.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $5929.88      | 0.00%             | 2027-03-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992174056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $355.72       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787819.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $890.62       | 0.00%             | 2025-03-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934338.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8127 | PA      | $8049.99      | 0.00%             | 2027-04-12      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6430 | PA      | $6357.86      | 0.00%             | 2026-11-24      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $191.73       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471525.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33470 | PA      | $33290.47     | 0.01%             | 2027-01-20      | Fixed         | 5.57%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1612918.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8088 | PA      | $4417.22      | 0.00%             | 2024-09-23      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6007505.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85569 | PA      | $78996.93     | 0.03%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2764146.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4782.27      | 0.00%             | 2025-03-14      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $582.14       | 0.00%             | 2024-04-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $995.21       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.77        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780767.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3343.84      | 0.00%             | 2027-03-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635534.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12311 | PA      | $11797.61     | 0.00%             | 2026-09-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933576.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5883 | PA      | $425.80       | 0.00%             | 2027-04-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6178845.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7473 | PA      | $6993.00      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185450425.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17338 | PA      | $16950.69     | 0.01%             | 2025-01-26      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187341073.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1947.36      | 0.00%             | 2025-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12972758.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21334 | PA      | $21620.18     | 0.01%             | 2027-04-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933759.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $2009.20      | 0.00%             | 2025-04-12      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $101.46       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655850.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23480 | PA      | $23274.99     | 0.01%             | 2027-02-18      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986090.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1125.21      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $164.50       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.77        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1895480.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10839 | PA      | $10694.20     | 0.00%             | 2026-10-21      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10565690.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10491 | PA      | $10598.56     | 0.00%             | 2025-09-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $16.00        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1066.77      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $11.61        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158205.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $622.59       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265364.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $3439.49      | 0.00%             | 2024-12-16      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785844.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2181.97      | 0.00%             | 2027-03-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2775042.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $1243.42      | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Global Tel*Link Corp.                                                        | Global Tel*Link Corp., First Lien Term Loan                                                     | CUSIP: 37959JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1919809 | PA      | $1664838.74   | 0.58%             | 2025-11-29      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932911.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5083 | PA      | $5000.39      | 0.00%             | 2027-04-12      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158135.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3390 | PA      | $3069.31      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399048.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $419.90       | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.20         | 0.00%             | 2025-04-03      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932376.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6462 | PA      | $3870.76      | 0.00%             | 2025-04-12      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $173.62       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787940.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7441 | PA      | $7370.07      | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12540590.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26770 | PA      | $27110.98     | 0.01%             | 2027-04-16      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780155.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2329 | PA      | $2307.22      | 0.00%             | 2027-03-14      | Fixed         | 31.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786626.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $2008.32      | 0.00%             | 2027-03-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| CNT Holding I Corp.                                                          | CNT Holding I Corp., First Lien Term Loan                                                       | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147627 | PA      | $143264.21    | 0.05%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1737719.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1605.70      | 0.00%             | 2025-03-29      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $797.53       | 0.00%             | 2025-04-04      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-08960612.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12263 | PA      | $12385.25     | 0.00%             | 2025-04-11      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $121.94       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $299.53       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992534566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $751.32       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477596.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35390 | PA      | $35047.93     | 0.01%             | 2025-01-21      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022566.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $407.20       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654753.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $468.11       | 0.00%             | 2024-11-05      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.75        | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $41.05        | 0.00%             | 2024-03-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269705.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4668 | PA      | $4643.51      | 0.00%             | 2026-12-17      | Fixed         | 29.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651397.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21321 | PA      | $20315.82     | 0.01%             | 2026-11-05      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1391.17      | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.35        | 0.00%             | 2025-04-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991881531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $184.47       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992457548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $324.60       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095656.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.02        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136183.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22513 | PA      | $21335.83     | 0.01%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $263.57       | 0.00%             | 2024-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787603.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $997.79       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992556548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $400.78       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2339 | PA      | $297.98       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992621214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.04       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112241.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $718.22       | 0.00%             | 2026-11-24      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $202.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781090.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1493.85      | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354565.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $251.91       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1674.03      | 0.00%             | 2025-04-15      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6225158.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22789 | PA      | $21361.31     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016429.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21572 | PA      | $21222.52     | 0.01%             | 2026-11-10      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784068.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1301.91      | 0.00%             | 2027-03-14      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480439.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $3153.61      | 0.00%             | 2027-01-21      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721203.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6333 | PA      | $6285.48      | 0.00%             | 2026-09-16      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12975635.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14455 | PA      | $14399.64     | 0.01%             | 2025-04-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471756.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $976.66       | 0.00%             | 2027-01-20      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12859823.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9013 | PA      | $9081.44      | 0.00%             | 2027-03-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1206.97      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688999.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4136.92      | 0.00%             | 2027-01-13      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785207.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22573 | PA      | $22208.97     | 0.01%             | 2027-03-14      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992513901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $25.29        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                        | VM Consolidated, Inc.                                                                           | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705648.00    | 0.25%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111103.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $2272.02      | 0.00%             | 2026-11-24      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10780121.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15876 | PA      | $16116.60     | 0.01%             | 2026-11-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11689702.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33497 | PA      | $33940.87     | 0.01%             | 2027-02-05      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.16         | 0.00%             | 2027-07-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992612697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $293.71       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $291.02       | 0.00%             | 2024-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $120.37       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $-0.05        | -0.00%            | 2025-04-01      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721043.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7608 | PA      | $7343.17      | 0.00%             | 2025-02-15      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734572.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1381.05      | 0.00%             | 2025-03-24      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198946.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $93.22        | 0.00%             | 2024-04-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953930.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.72        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12244716.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22271 | PA      | $22086.01     | 0.01%             | 2027-03-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340942.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.69        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $36.55        | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.81        | 0.00%             | 2024-04-09      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11730595.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22501 | PA      | $22803.25     | 0.01%             | 2027-02-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.76        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979632.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $16.97        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784873.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13782 | PA      | $13645.29     | 0.00%             | 2027-03-14      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $337.08       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2758245.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6021 | PA      | $5914.29      | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260770.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1344.31      | 0.00%             | 2026-12-16      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $133.05       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480560.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $4657.75      | 0.00%             | 2027-01-21      | Fixed         | 10.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $131.94       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10745958.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10552 | PA      | $10716.71     | 0.00%             | 2025-11-30      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303883.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1631.25      | 0.00%             | 2025-04-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147570.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21372 | PA      | $20121.04     | 0.01%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $388.18       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782255.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9189 | PA      | $9101.29      | 0.00%             | 2027-03-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2468507.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11521 | PA      | $804.17       | 0.00%             | 2027-01-20      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991866886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $611.80       | 0.00%             | 2024-02-25      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5989942.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28117 | PA      | $25903.88     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $297.10       | 0.00%             | 2025-04-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $32.46        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 3128MJ5M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1787694 | PA      | $1659151.90   | 0.58%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12887943.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $8092.99      | 0.00%             | 2025-04-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $3201.81      | 0.00%             | 2027-03-11      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165080.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3323 | PA      | $3087.48      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31283HX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56397 | PA      | $58447.90     | 0.02%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2778405.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $462.85       | 0.00%             | 2027-03-14      | Fixed         | 31.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382889.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.66        | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654272.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7838 | PA      | $2308.51      | 0.00%             | 2027-02-18      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1819.05      | 0.00%             | 2027-03-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442953.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $222.97       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $527.70       | 0.00%             | 2025-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $112.61       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992130317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $10.72        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145727.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6708 | PA      | $6270.43      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247241.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $271.27       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931110.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $4018.58      | 0.00%             | 2027-04-11      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2256091.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $3021.96      | 0.00%             | 2026-12-16      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781244.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6713 | PA      | $6647.34      | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218660.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $824.11       | 0.00%             | 2025-04-02      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992561196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $1087.54      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018051.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3650 | PA      | $255.04       | 0.00%             | 2026-11-10      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734089.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10202 | PA      | $9891.65      | 0.00%             | 2025-03-23      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7129 | PA      | $7079.85      | 0.00%             | 2027-02-18      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992409206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $498.92       | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169064.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $2856.93      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267275.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $86.06        | 0.00%             | 2026-12-17      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $90.30        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928800.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $2190.74      | 0.00%             | 2027-04-11      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929252.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5374 | PA      | $5272.90      | 0.00%             | 2025-04-11      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $105.68       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933117.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1719.34      | 0.00%             | 2027-04-12      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $427.11       | 0.00%             | 2025-02-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405095.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $165.48       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10779675.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14506 | PA      | $14551.10     | 0.01%             | 2026-11-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269231.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13820 | PA      | $13390.75     | 0.00%             | 2024-12-17      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| IGT Holding IV AB                                                            | IGT Holding IV AB, Term Loan B2                                                                 | CUSIP: W5000CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    521513 | PA      | $512386.21    | 0.18%             | 2028-03-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024786.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $581.32       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.52        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $376.43       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.63         | 0.00%             | 2028-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035606.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $811.89       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232310.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $82.19        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.37         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162491.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $11.56        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $416.14       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $54.95        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688252.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2654.69      | 0.00%             | 2027-01-12      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476272.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2292.44      | 0.00%             | 2029-06-21      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 174304247.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21641 | PA      | $21177.67     | 0.01%             | 2026-02-02      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.17        | 0.00%             | 2028-01-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700688.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7342 | PA      | $7078.16      | 0.00%             | 2025-01-12      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992459646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $101.15       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $200.07       | 0.00%             | 2025-04-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029670.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $396.84       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354776.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $233.52       | 0.00%             | 2025-04-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12544474.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32237 | PA      | $32604.44     | 0.01%             | 2027-03-28      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $8.24         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033877.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1406.66      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $431.71       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992328424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $10.29        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720552.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $3039.50      | 0.00%             | 2024-09-16      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                  | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $317745.89    | 0.11%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010775.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $2014.52      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14145291.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15826 | PA      | $15891.05     | 0.01%             | 2027-06-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338075.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $572.82       | 0.00%             | 2025-04-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356350.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $499.20       | 0.00%             | 2025-04-19      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784178.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4490 | PA      | $4223.05      | 0.00%             | 2025-03-14      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.58         | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754322.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13787 | PA      | $13114.87     | 0.00%             | 2027-04-07      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181116.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $2508.64      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992334.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $620.28       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1190.79      | 0.00%             | 2025-04-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                          | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473836.37    | 0.17%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476905.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18114 | PA      | $17992.33     | 0.01%             | 2027-06-21      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780295.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4861 | PA      | $4795.93      | 0.00%             | 2027-03-14      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935383.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45969 | PA      | $45557.78     | 0.02%             | 2027-04-12      | Fixed         | 21.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784127.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $3122.97      | 0.00%             | 2027-03-14      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $553.34       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260873.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1660.30      | 0.00%             | 2026-12-17      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.63        | 0.00%             | 2025-04-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.36        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Party City Holdings, Inc.                                                    | Party City Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 5493005PYM1JS6EZN307       | Long             | DBT              | CORP              | US        |    239415 | PA      | $65240.59     | 0.02%             | 2025-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395944.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $116.67       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388112.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $111.78       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $29.61        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787729.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $1110.32      | 0.00%             | 2027-03-14      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12819793.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12422 | PA      | $12604.61     | 0.00%             | 2027-04-14      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788705.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3917 | PA      | $3875.82      | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996975.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $609.16       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628390.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12544 | PA      | $12590.32     | 0.00%             | 2026-05-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473064.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1142.42      | 0.00%             | 2027-01-20      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306818.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.11        | 0.00%             | 2024-04-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238414.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1572.07      | 0.00%             | 2024-04-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474184.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $4082.31      | 0.00%             | 2027-01-20      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2755556.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9885 | PA      | $1414.82      | 0.00%             | 2027-03-14      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657586.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2920.51      | 0.00%             | 2027-02-18      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134298.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3643.50      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473688.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8494 | PA      | $8435.52      | 0.00%             | 2027-01-20      | Fixed         | 9.31%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056896.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $9612.29      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.84        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $408.52       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413480.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $822.55       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance, Inc.                             | Endeavor Energy Resources LP / EER Finance, Inc.                                                | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $767320.00    | 0.27%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $185.56       | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6105865.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37018 | PA      | $32705.05     | 0.01%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.03        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.18        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934809.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4513 | PA      | $4470.24      | 0.00%             | 2027-04-12      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $2081.74      | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.30        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.74         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 158299088.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4539 | PA      | $4387.53      | 0.00%             | 2024-09-28      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262758.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $4312.80      | 0.00%             | 2026-12-16      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017432.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $3018.45      | 0.00%             | 2026-11-10      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.92        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.99        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637622.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1941.53      | 0.00%             | 2024-10-02      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210790.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $1754.70      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $174.53       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $104.55       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355498.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $992.85       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8971 | PA      | $8882.69      | 0.00%             | 2027-04-11      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $119.22       | 0.00%             | 2025-02-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992504174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.96        | 0.00%             | 2024-04-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427145.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.17        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.64        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $116.52       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016930.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.21         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134950.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $5290.43      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344509.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $8.52         | 0.00%             | 2024-04-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $1.68         | 0.00%             | 2024-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11693818.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24007 | PA      | $24256.22     | 0.01%             | 2025-02-06      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $333.11       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787505.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2388.63      | 0.00%             | 2027-03-14      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10135684.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25797 | PA      | $26247.90     | 0.01%             | 2026-09-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $767.53       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127023.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4074 | PA      | $3838.62      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430747.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14411 | PA      | $14386.30     | 0.01%             | 2027-05-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $865.91       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $386.06       | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967374.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $282.35       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $775.50       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146515.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5466 | PA      | $5190.78      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688228.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $3053.66      | 0.00%             | 2025-01-12      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893899.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6668 | PA      | $6603.23      | 0.00%             | 2024-10-21      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $2.00         | 0.00%             | 2028-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14581247.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12900 | PA      | $13040.57     | 0.00%             | 2025-05-20      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6184326.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4566.66      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785611.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $290.42       | 0.00%             | 2027-03-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735778.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6292 | PA      | $929.36       | 0.00%             | 2025-03-25      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403270.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $167.71       | 0.00%             | 2025-04-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036691.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13144 | PA      | $12470.07     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5742.34      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.97        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26262 | PA      | $25201.52     | 0.01%             | 2027-08-14      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $246.28       | 0.00%             | 2025-03-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $1308.24      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932516.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $3813.72      | 0.00%             | 2027-04-12      | Fixed         | 8.41%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651412.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20931 | PA      | $19878.32     | 0.01%             | 2026-11-05      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016710.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12714 | PA      | $1853.69      | 0.00%             | 2026-11-10      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780405.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $443.39       | 0.00%             | 2027-03-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2749985.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $2016.24      | 0.00%             | 2027-03-14      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.58         | 0.00%             | 2028-01-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12884337.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8021 | PA      | $8111.30      | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111347.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $194.62       | 0.00%             | 2026-11-24      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932838.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1492.43      | 0.00%             | 2027-04-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2455913.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7396 | PA      | $6960.73      | 0.00%             | 2025-01-21      | Fixed         | 6.40%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749472.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4577 | PA      | $4380.57      | 0.00%             | 2026-01-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967449.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.15        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $555.70       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $824.28       | 0.00%             | 2025-03-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015858.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6023 | PA      | $5977.15      | 0.00%             | 2027-04-10      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $151.14       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $204.64       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185237685.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6300 | PA      | $6129.56      | 0.00%             | 2027-01-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167464307.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8958 | PA      | $3722.78      | 0.00%             | 2023-09-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032279.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30321 | PA      | $29041.42     | 0.01%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158083.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $3047.58      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $583.72       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111709.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6682 | PA      | $6672.15      | 0.00%             | 2026-11-24      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930717.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $1016.09      | 0.00%             | 2027-04-11      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2772898.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36186 | PA      | $35815.24     | 0.01%             | 2027-03-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787912.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5686 | PA      | $5631.24      | 0.00%             | 2027-03-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023683.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44757 | PA      | $42959.00     | 0.02%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786988.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $976.70       | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13002914.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15708 | PA      | $15766.88     | 0.01%             | 2027-04-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754352.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5460.33      | 0.00%             | 2025-04-07      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783485.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13637 | PA      | $13459.26     | 0.00%             | 2027-03-14      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789802.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $1953.91      | 0.00%             | 2025-03-14      | Fixed         | 15.69%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc., Term Loan B                                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628895 | PA      | $574259.70    | 0.20%             | 2026-08-21      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692756.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12624 | PA      | $12787.40     | 0.00%             | 2025-11-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1758306.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19732 | PA      | $18907.48     | 0.01%             | 2025-04-15      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992121725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $111.29       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928315.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2970 | PA      | $2940.79      | 0.00%             | 2027-04-11      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6482 | PA      | $6511.87      | 0.00%             | 2025-03-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $352.16       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13386894.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21450 | PA      | $21782.56     | 0.01%             | 2026-05-14      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652650.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4596 | PA      | $4569.98      | 0.00%             | 2027-02-18      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268004.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1262.76      | 0.00%             | 2024-12-17      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015624.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5217 | PA      | $5180.41      | 0.00%             | 2026-11-10      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264002.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.50        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657625.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6690 | PA      | $6643.11      | 0.00%             | 2027-02-18      | Fixed         | 26.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934350.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9865 | PA      | $9797.76      | 0.00%             | 2027-04-12      | Fixed         | 10.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780834.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $3868.71      | 0.00%             | 2027-03-14      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996355.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2135.00      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $274.56       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933671.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $4313.96      | 0.00%             | 2027-04-12      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $839.75       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471497.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6401.37      | 0.00%             | 2027-01-20      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992485283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.38        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894842.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3760 | PA      | $3749.77      | 0.00%             | 2026-10-21      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135260.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $1813.41      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801750.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5947 | PA      | $5904.95      | 0.00%             | 2027-04-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.36         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471603.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5507 | PA      | $5445.04      | 0.00%             | 2027-01-20      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14254675.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9246 | PA      | $2952.63      | 0.00%             | 2027-05-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261298.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25537 | PA      | $23990.40     | 0.01%             | 2027-05-16      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $224.39       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.10       | 0.00%             | 2025-03-30      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $260.24       | 0.00%             | 2025-04-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.69         | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270167.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13379 | PA      | $13289.75     | 0.00%             | 2026-12-17      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093771.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $593.62       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.57         | 0.00%             | 2028-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177013.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1648.41      | 0.00%             | 2025-04-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.78        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891795.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9073 | PA      | $8627.54      | 0.00%             | 2026-10-21      | Fixed         | 28.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785622.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5220 | PA      | $5149.16      | 0.00%             | 2025-03-14      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $160.47       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $3.58         | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161448.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $-5.99        | -0.00%            | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996094.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $297.94       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185256218.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2196.77      | 0.00%             | 2025-01-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266042.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6319 | PA      | $6255.00      | 0.00%             | 2024-12-16      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788290.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8320 | PA      | $8260.43      | 0.00%             | 2027-03-14      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427768.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.66       | 0.00%             | 2025-04-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $143.66       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416636.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $980.56       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $206.19       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168147.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1164.13      | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252113.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4435 | PA      | $4092.31      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781571.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9849 | PA      | $9688.44      | 0.00%             | 2027-03-14      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932434.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1738.92      | 0.00%             | 2027-04-12      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2926375.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $4467.14      | 0.00%             | 2025-04-11      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781419.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $4367.49      | 0.00%             | 2027-03-14      | Fixed         | 10.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166586.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $140.85       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744877.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $3137.27      | 0.00%             | 2025-04-08      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657566.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5739 | PA      | $5651.73      | 0.00%             | 2025-02-18      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022723.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $3908.95      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655372.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6784 | PA      | $6379.12      | 0.00%             | 2027-02-18      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2774568.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $803.87       | 0.00%             | 2027-03-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714342.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $5067.97      | 0.00%             | 2027-02-14      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Air Canada                                                                   | Air Canada, Term Loan                                                                           | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1192167 | PA      | $1181920.47   | 0.41%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930287.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14130 | PA      | $8442.00      | 0.00%             | 2027-04-11      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657406.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14115 | PA      | $13949.95     | 0.00%             | 2027-02-18      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $95.38        | 0.00%             | 2025-03-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6059307.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19874 | PA      | $18794.35     | 0.01%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075269.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $312.61       | 0.00%             | 2025-03-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $603.56       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $484.86       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267343.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1025.85      | 0.00%             | 2024-12-17      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $257.68       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $137.35       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268908.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28748 | PA      | $28597.78     | 0.01%             | 2026-12-17      | Fixed         | 29.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11806677.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36191 | PA      | $36721.73     | 0.01%             | 2026-12-30      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740127.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3952 | PA      | $3799.88      | 0.00%             | 2025-03-22      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12744909.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19469 | PA      | $19732.86     | 0.01%             | 2026-04-09      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992556960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $848.42       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786195.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1105.26      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783570.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3585 | PA      | $3550.05      | 0.00%             | 2027-03-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928961.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4535.02      | 0.00%             | 2027-04-11      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145511024.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4896 | PA      | $4794.94      | 0.00%             | 2023-12-28      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240233.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $2942.46      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997286.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6536 | PA      | $6127.90      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $542.99       | 0.00%             | 2024-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147400.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $95.63        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471752.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5225 | PA      | $5165.53      | 0.00%             | 2027-01-20      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991957178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $454.73       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $27.16        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $165.89       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.97        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12869957.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9381 | PA      | $3199.81      | 0.00%             | 2027-03-02      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.99        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $206.59       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $1.97         | 0.00%             | 2028-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655370.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2568.79      | 0.00%             | 2024-10-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992270030.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.07       | 0.00%             | 2025-04-04      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992516460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $12.28        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734281.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9283 | PA      | $9005.04      | 0.00%             | 2027-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016681.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $4872.18      | 0.00%             | 2026-11-10      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994387.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2175.51      | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779594.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3308 | PA      | $3275.32      | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779811.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1940 | PA      | $135.59       | 0.00%             | 2027-03-14      | Fixed         | 30.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929809.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11950 | PA      | $11813.41     | 0.00%             | 2027-04-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186381.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1827.18      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743555.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7834 | PA      | $7534.41      | 0.00%             | 2025-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $842.15       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733219.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3142 | PA      | $3046.00      | 0.00%             | 2025-03-22      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $190.80       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 173744601.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3590 | PA      | $3536.23      | 0.00%             | 2026-01-25      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685937.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2449.04      | 0.00%             | 2026-12-15      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269561.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $5341.01      | 0.00%             | 2026-12-17      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268533.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $393.53       | 0.00%             | 2026-12-17      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261706.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $3609.17      | 0.00%             | 2024-12-16      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.86         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077375.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $0.98         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931630.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19770 | PA      | $19440.22     | 0.01%             | 2027-04-11      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $77.45        | 0.00%             | 2024-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480390.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2677 | PA      | $2660.99      | 0.00%             | 2027-01-21      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783254.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4685 | PA      | $4639.45      | 0.00%             | 2025-03-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209537.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21375 | PA      | $20110.29     | 0.01%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991896054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $886.20       | 0.00%             | 2025-03-03      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2401.13      | 0.00%             | 2025-03-12      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382996.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.76         | 0.00%             | 2027-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115135.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.74        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788570.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7705 | PA      | $7631.78      | 0.00%             | 2027-03-14      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017996.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $229.40       | 0.00%             | 2026-11-10      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12175554.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11402 | PA      | $11500.86     | 0.00%             | 2025-03-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $396.82       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $495.57       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928071.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $988.13       | 0.00%             | 2027-04-11      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481172.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2459.31      | 0.00%             | 2029-01-21      | Fixed         | 26.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790130.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10772 | PA      | $10626.52     | 0.00%             | 2027-03-14      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784994.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $5059.92      | 0.00%             | 2027-03-14      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $-13.49       | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934790.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3246 | PA      | $3193.85      | 0.00%             | 2027-04-12      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $396.05       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126836.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $684.00       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785156.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28970 | PA      | $28690.47     | 0.01%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241229.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $312.61       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.81        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $150.63       | 0.00%             | 2025-04-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476388.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7977 | PA      | $7583.97      | 0.00%             | 2027-01-21      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992312443.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $236.68       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.76         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016430.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11877 | PA      | $11362.09     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.45        | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13093148.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36042 | PA      | $35889.79     | 0.01%             | 2027-03-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020710.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.96         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262304.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11209 | PA      | $11066.74     | 0.00%             | 2026-12-16      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995931.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $5.88         | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $174.90       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093149.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $256.72       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184459999.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21769 | PA      | $21101.71     | 0.01%             | 2027-01-24      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $68.26        | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266682.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4201 | PA      | $3986.28      | 0.00%             | 2026-12-16      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784478.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4791 | PA      | $4745.01      | 0.00%             | 2027-03-14      | Fixed         | 12.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111770.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4288 | PA      | $4227.71      | 0.00%             | 2026-11-24      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100473.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $112.59       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $-16.59       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363075.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $151.50       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933662.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22096 | PA      | $21991.95     | 0.01%             | 2027-04-12      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14362 | PA      | $14291.14     | 0.01%             | 2027-03-14      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1661251.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6380 | PA      | $1576.70      | 0.00%             | 2024-11-26      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1610672.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $51.85        | 0.00%             | 2024-08-25      | Fixed         | 24.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481166.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9611 | PA      | $9043.43      | 0.00%             | 2025-01-21      | Fixed         | 5.60%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1152.31      | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991859751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $200.53       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185214272.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4832 | PA      | $4727.41      | 0.00%             | 2025-01-20      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6224329.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6460 | PA      | $6039.60      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.21        | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262094.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $4238.74      | 0.00%             | 2026-12-16      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785451.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25122 | PA      | $24724.20     | 0.01%             | 2027-03-14      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $107.03       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DG70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4706 | PA      | $4945.07      | 0.00%             | 2030-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167604393.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $3040.63      | 0.00%             | 2023-03-02      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.37         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $224.84       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $57.46        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.46         | 0.00%             | 2028-01-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476307.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1422.58      | 0.00%             | 2027-01-21      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297304.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.31        | 0.00%             | 2024-04-14      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653868.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6488 | PA      | $6438.25      | 0.00%             | 2027-07-18      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1880019.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $606.32       | 0.00%             | 2024-10-21      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693810.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6595 | PA      | $6316.97      | 0.00%             | 2025-01-12      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13342784.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10608 | PA      | $10528.18     | 0.00%             | 2027-05-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780086.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2642.23      | 0.00%             | 2027-08-14      | Fixed         | 33.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1628039.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2293 | PA      | $2223.33      | 0.00%             | 2024-09-28      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041958.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6216 | PA      | $5580.16      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $8.96         | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012349.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2507.43      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783831.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4883 | PA      | $1252.53      | 0.00%             | 2027-03-14      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752909.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9052 | PA      | $8766.14      | 0.00%             | 2027-04-06      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $423.60       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010183.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2596 | PA      | $2280.93      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779971.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20858 | PA      | $20653.15     | 0.01%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721072.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3400 | PA      | $3373.68      | 0.00%             | 2024-09-16      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991957183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $4.62         | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779922.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $118.23       | 0.00%             | 2027-03-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $228.99       | 0.00%             | 2025-04-04      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12793590.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19710 | PA      | $19744.15     | 0.01%             | 2027-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.64        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5977 | PA      | $678.09       | 0.00%             | 2025-04-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1658.49      | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060307.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14674 | PA      | $14879.03     | 0.01%             | 2026-04-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165035.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $1025.90      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13134349.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20433 | PA      | $20172.28     | 0.01%             | 2027-04-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931850.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $505.75       | 0.00%             | 2027-04-11      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134889.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7184 | PA      | $6801.33      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015111.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $2103.75      | 0.00%             | 2026-11-10      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164300.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $15.16        | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780839.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8015 | PA      | $1186.21      | 0.00%             | 2027-03-14      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.41        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474447.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $3779.13      | 0.00%             | 2027-01-20      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362695.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $104.83       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6178386.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2330.05      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6212976.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2094.01      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267015.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $143.04       | 0.00%             | 2024-12-16      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970269.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $2.63         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $1039.90      | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $16.69        | 0.00%             | 2024-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $816.65       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207856.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1179.80      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1690268.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3674 | PA      | $3549.36      | 0.00%             | 2025-01-18      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928313.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10016 | PA      | $9876.64      | 0.00%             | 2027-04-11      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174425.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2971 | PA      | $2765.75      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779695.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21262 | PA      | $21056.75     | 0.01%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032641.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1910 | PA      | $1799.10      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12931531.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7062 | PA      | $7042.54      | 0.00%             | 2025-04-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187804219.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7475 | PA      | $7258.44      | 0.00%             | 2027-04-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187614352.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22968 | PA      | $22275.14     | 0.01%             | 2027-03-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225456.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $770.50       | 0.00%             | 2027-03-12      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658125.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5691 | PA      | $3197.70      | 0.00%             | 2024-11-08      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057055.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13664 | PA      | $12982.62     | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $11.31        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2027-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785433.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5706.64      | 0.00%             | 2027-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266872.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3765 | PA      | $3720.60      | 0.00%             | 2024-12-16      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $937.22       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2452101.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10016 | PA      | $9963.37      | 0.00%             | 2027-01-20      | Fixed         | 7.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269400.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $5344.21      | 0.00%             | 2026-12-17      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14386005.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26724 | PA      | $27172.49     | 0.01%             | 2027-06-28      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783322.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $599.64       | 0.00%             | 2025-03-14      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895507.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11475 | PA      | $10890.18     | 0.00%             | 2027-03-21      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $382.79       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991895548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $72.34        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Anagram International, Inc. / Anagram Holdings LLC                           | Anagram International, Inc. / Anagram Holdings LLC                                              | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150205 | PA      | $99886.33     | 0.04%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $624.01       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153102.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5827 | PA      | $5314.77      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267803.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $4580.42      | 0.00%             | 2026-12-17      | Fixed         | 15.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $153.28       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338857.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $363.81       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13659468.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $9310.05      | 0.00%             | 2027-05-12      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992259547.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $627.91       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935752.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1113.62      | 0.00%             | 2027-04-12      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.20         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890828.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3703.44      | 0.00%             | 2026-10-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789128.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11720 | PA      | $11626.06     | 0.00%             | 2027-08-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060795.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13422 | PA      | $13478.34     | 0.00%             | 2027-04-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187083776.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7635 | PA      | $58.60        | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991834666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1675.82      | 0.00%             | 2025-02-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4408.66      | 0.00%             | 2026-11-24      | Fixed         | 28.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783614.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8230 | PA      | $1224.66      | 0.00%             | 2027-03-14      | Fixed         | 27.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481349.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6591 | PA      | $6536.14      | 0.00%             | 2027-01-21      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785715.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1362.10      | 0.00%             | 2027-03-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997327.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $709.18       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930797.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $1078.25      | 0.00%             | 2027-04-11      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103634.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1561.29      | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.63        | 0.00%             | 2024-03-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657094.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $5110.64      | 0.00%             | 2027-02-18      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481417.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15635 | PA      | $15485.18     | 0.01%             | 2025-01-21      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.79        | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $607.41       | 0.00%             | 2025-03-23      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $92.35        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $738.49       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1078.96      | 0.00%             | 2027-01-20      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266028.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14687 | PA      | $13954.09     | 0.00%             | 2027-05-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376565.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $195.59       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146204474.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3147.82      | 0.00%             | 2024-01-15      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6187282.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4116 | PA      | $3872.37      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781770.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2923.63      | 0.00%             | 2027-03-14      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785478.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45230 | PA      | $44495.27     | 0.02%             | 2027-03-14      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992462050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $149.58       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $377.05       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017797.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1411.70      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789498.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1523.86      | 0.00%             | 2025-03-14      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.62        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $0.79         | 0.00%             | 2024-04-02      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165959.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6403 | PA      | $5910.74      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753413.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7399 | PA      | $7011.53      | 0.00%             | 2027-04-10      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475014.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $1000.22      | 0.00%             | 2027-01-20      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931434.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1313.44      | 0.00%             | 2025-04-11      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992333658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.19        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991975649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $20.27        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6142364.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30019 | PA      | $28363.81     | 0.01%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11237904.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12206 | PA      | $12280.59     | 0.00%             | 2025-02-18      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474738.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2508.94      | 0.00%             | 2027-01-20      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $129.75       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13405061.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28599 | PA      | $5912.90      | 0.00%             | 2027-05-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973632.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $448.31       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783449.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $360.39       | 0.00%             | 2027-03-14      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480599.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19423 | PA      | $19253.77     | 0.01%             | 2027-01-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2221.81      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367014.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $335.87       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992277450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $283.26       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743552.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11567 | PA      | $11086.40     | 0.00%             | 2027-03-23      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787754.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18548 | PA      | $18370.25     | 0.01%             | 2027-03-14      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714507.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8904 | PA      | $8467.04      | 0.00%             | 2027-02-15      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185599708.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9180 | PA      | $0.00         | 0.00%             | 2027-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264912.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3492 | PA      | $3438.87      | 0.00%             | 2026-12-16      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789559.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $733.83       | 0.00%             | 2025-03-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1212.70      | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779435.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26994 | PA      | $27289.43     | 0.01%             | 2027-02-18      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8133 | PA      | $8025.99      | 0.00%             | 2027-03-14      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745684.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6644 | PA      | $6359.28      | 0.00%             | 2025-04-11      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265961.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $5091.31      | 0.00%             | 2026-12-16      | Fixed         | 16.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200671.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $5819.20      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12911251.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7698 | PA      | $7795.85      | 0.00%             | 2024-04-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786111.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1000.15      | 0.00%             | 2027-03-14      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656738.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9911 | PA      | $9850.74      | 0.00%             | 2027-02-18      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $2.92         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016863.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $4134.07      | 0.00%             | 2026-11-10      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646567.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8442 | PA      | $8157.12      | 0.00%             | 2026-11-22      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6168769.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2492 | PA      | $2338.04      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701810.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9738 | PA      | $9264.19      | 0.00%             | 2027-01-13      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146050977.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5833 | PA      | $5708.28      | 0.00%             | 2024-01-29      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.68        | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928959.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $7266.21      | 0.00%             | 2027-04-11      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932211.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18931 | PA      | $18799.08     | 0.01%             | 2027-04-11      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13208283.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23215 | PA      | $13755.31     | 0.00%             | 2027-05-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023591.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12508 | PA      | $11919.17     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656198.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5802 | PA      | $5657.69      | 0.00%             | 2026-10-28      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779738.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37600 | PA      | $8024.02      | 0.00%             | 2027-04-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991949846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.21        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12905173.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6393 | PA      | $6462.31      | 0.00%             | 2024-04-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185332547.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $263.70       | 0.00%             | 2027-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146883.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $6065.01      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14242982.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7963 | PA      | $8062.40      | 0.00%             | 2024-06-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $64.15        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111473.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3266.73      | 0.00%             | 2026-11-24      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928601.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11509 | PA      | $6883.14      | 0.00%             | 2027-04-11      | Fixed         | 28.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225643.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $2.06         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12176269.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21208 | PA      | $21279.01     | 0.01%             | 2026-03-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929652.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $4494.03      | 0.00%             | 2027-04-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6140997.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8659 | PA      | $7999.79      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162249.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8188 | PA      | $7543.05      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252960.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1808.62      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $250.81       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787542.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9385 | PA      | $9296.31      | 0.00%             | 2027-03-14      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227527.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7648 | PA      | $7133.24      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787364.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $4996.32      | 0.00%             | 2027-03-14      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930852.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6791 | PA      | $6679.20      | 0.00%             | 2027-04-11      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259129.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5094 | PA      | $4770.68      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1264.09      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788073.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $13.17        | 0.00%             | 2027-03-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016613.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8709 | PA      | $8051.25      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $5.79         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1307.66      | 0.00%             | 2025-04-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187744654.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27560 | PA      | $26722.74     | 0.01%             | 2027-04-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365735.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $158.27       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934452.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28785 | PA      | $28582.88     | 0.01%             | 2027-04-12      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $464.48       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.08        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2936152.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4248.17      | 0.00%             | 2025-04-12      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785701.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1928.36      | 0.00%             | 2027-03-14      | Fixed         | 29.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267364.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1890.82      | 0.00%             | 2026-12-17      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $838.86       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.99        | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.04        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721612.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4446.74      | 0.00%             | 2027-02-16      | Fixed         | 26.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471019.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $940.48       | 0.00%             | 2027-01-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1747.57      | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $649.96       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743627.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4677.01      | 0.00%             | 2025-03-23      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474444.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $4134.95      | 0.00%             | 2027-01-20      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2167897.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $189.90       | 0.00%             | 2024-12-17      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $113.07       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745031.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4273.80      | 0.00%             | 2027-03-24      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789869.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7005 | PA      | $6934.54      | 0.00%             | 2027-03-14      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239467.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6319 | PA      | $5887.14      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13333579.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32416 | PA      | $32807.11     | 0.01%             | 2025-05-14      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13440761.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46445 | PA      | $45906.05     | 0.02%             | 2027-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6160240.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15981 | PA      | $13566.13     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931001.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $-8.51        | -0.00%            | 2027-09-11      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784304.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $418.05       | 0.00%             | 2027-08-14      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146735125.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9625 | PA      | $9393.16      | 0.00%             | 2024-01-28      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $111.27       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $240.80       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992459453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $313.05       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 141699210.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3311.40      | 0.00%             | 2023-11-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $734.14       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3573.63      | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $5.77         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12139584.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11025 | PA      | $11129.77     | 0.00%             | 2025-03-06      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654205.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7612 | PA      | $2229.61      | 0.00%             | 2027-02-18      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213382.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36642 | PA      | $34122.31     | 0.01%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733942.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $2304.16      | 0.00%             | 2025-03-23      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14369139.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8618 | PA      | $8742.02      | 0.00%             | 2024-06-29      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256884.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $-6.21        | -0.00%            | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932828.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3308.45      | 0.00%             | 2027-04-12      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266958.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $935.91       | 0.00%             | 2026-12-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195086.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23810 | PA      | $22103.55     | 0.01%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069331.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.52        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2769930.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27105 | PA      | $26908.96     | 0.01%             | 2027-03-14      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693828.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2076.00      | 0.00%             | 2027-01-12      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $30.49        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $764.60       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042206.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2077.12      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996948.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2375 | PA      | $2277.86      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480627.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $5467.54      | 0.00%             | 2027-01-21      | Fixed         | 13.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992498185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $-4.93        | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780093.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2399.70      | 0.00%             | 2027-03-14      | Fixed         | 31.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781236.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1637.14      | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267398.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $4541.29      | 0.00%             | 2025-10-17      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785708.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8635 | PA      | $8514.95      | 0.00%             | 2025-03-14      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261259.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $2744.86      | 0.00%             | 2024-12-16      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $213.50       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc.                                                                                 | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878392.69    | 0.31%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781183.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32017 | PA      | $31712.25     | 0.01%             | 2027-03-14      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $53.52        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.77        | 0.00%             | 2024-03-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473427.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17112 | PA      | $16962.86     | 0.01%             | 2027-01-20      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.29        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12798456.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13576 | PA      | $13661.72     | 0.00%             | 2025-04-01      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135322.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $3077.61      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2470533.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1390.55      | 0.00%             | 2025-01-20      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13308191.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17606 | PA      | $17571.73     | 0.01%             | 2027-05-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288927.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.75        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $152.20       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214100.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3727 | PA      | $3504.42      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $535.12       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933690.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $961.08       | 0.00%             | 2027-04-12      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173140.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2458.32      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783088.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9053 | PA      | $9001.89      | 0.00%             | 2027-08-14      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $30.02        | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Williams Scotsman International, Inc.                                        | Williams Scotsman International, Inc.                                                           | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271230.00    | 0.10%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.34        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3496.63      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $252.35       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744693.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9004 | PA      | $8873.96      | 0.00%             | 2025-03-29      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6249654.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22594 | PA      | $20905.38     | 0.01%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111318.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5960 | PA      | $5913.90      | 0.00%             | 2024-11-24      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $531.23       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036112.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $5314.32      | 0.00%             | 2024-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992588454.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992533497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $503.80       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 149326456.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18056 | PA      | $16854.44     | 0.01%             | 2025-05-31      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992311352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.65        | 0.00%             | 2024-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.45       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233216.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.14        | 0.00%             | 2024-04-08      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| INEOS Styrolution Group GmbH                                                 | INEOS Styrolution Group GmbH, Term Loan                                                         | CUSIP: G4770MAH7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    922616 | PA      | $908776.67    | 0.32%             | 2026-01-29      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269986.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7507 | PA      | $7434.70      | 0.00%             | 2027-05-17      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1757454.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8086 | PA      | $7841.51      | 0.00%             | 2027-04-12      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $13.43        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997912.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $778.54       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187621983.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11800 | PA      | $11539.73     | 0.00%             | 2027-03-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $194.58       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223650.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $103.21       | 0.00%             | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784761.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14563 | PA      | $14351.68     | 0.01%             | 2025-03-14      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10551512.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18712 | PA      | $18799.54     | 0.01%             | 2026-11-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.57        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13132268.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29664 | PA      | $29684.34     | 0.01%             | 2027-06-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780644.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2210.36      | 0.00%             | 2027-03-14      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785523.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3567 | PA      | $3376.78      | 0.00%             | 2027-03-14      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780048.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $555.71       | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Macy's Retail Holdings LLC                                                   | Macy's Retail Holdings LLC                                                                      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $505200.00    | 0.18%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788269.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4747 | PA      | $4702.73      | 0.00%             | 2027-03-14      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.18         | 0.00%             | 2024-03-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $361.28       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278529.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $11.13        | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998517.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10136 | PA      | $9674.64      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.94        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229488.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.47        | 0.00%             | 2025-03-28      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929520.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13446 | PA      | $13213.25     | 0.00%             | 2027-04-11      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656980.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7199 | PA      | $7153.70      | 0.00%             | 2027-02-18      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.89        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310357.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10202521.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12699 | PA      | $12651.86     | 0.00%             | 2026-09-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743944.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $3600.95      | 0.00%             | 2027-04-30      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075660.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.90        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $336.75       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1298.34      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785533.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10154 | PA      | $10102.44     | 0.00%             | 2027-03-14      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168015684.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17218 | PA      | $16369.70     | 0.01%             | 2025-03-11      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733993.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10792 | PA      | $10290.05     | 0.00%             | 2027-03-23      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123182.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $349.58       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390743.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.39       | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11810931.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17854 | PA      | $17862.10     | 0.01%             | 2025-12-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $174.14       | 0.00%             | 2025-04-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197132.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.15        | 0.00%             | 2025-04-04      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6161183.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23273 | PA      | $21780.71     | 0.01%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2926179.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29186 | PA      | $28908.67     | 0.01%             | 2027-04-12      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $394.00       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780408.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33703 | PA      | $2425.18      | 0.00%             | 2027-03-14      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111536.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8719 | PA      | $8624.61      | 0.00%             | 2026-11-24      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.08       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123946.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $176.07       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471911.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11674 | PA      | $1620.16      | 0.00%             | 2027-01-20      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169221.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1818 | PA      | $1668.34      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890870.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $4501.71      | 0.00%             | 2026-10-21      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                     | Bausch Health Cos., Inc.                                                                        | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $68844.35     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017943.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23922 | PA      | $20441.25     | 0.01%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.04        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784340.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $3057.99      | 0.00%             | 2027-03-14      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $632.93       | 0.00%             | 2025-04-02      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029544.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5826 | PA      | $5548.49      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994040.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15572 | PA      | $14095.32     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393248.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.31       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $982.27       | 0.00%             | 2027-03-14      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991957562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $168.83       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $125.89       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743894.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35239 | PA      | $34183.49     | 0.01%             | 2027-03-23      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722725.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1292.17      | 0.00%             | 2027-02-16      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992147.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $696.44       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783798.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4961 | PA      | $4911.70      | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $463.89       | 0.00%             | 2025-04-15      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.24         | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $342.69       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935110.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7352 | PA      | $7305.76      | 0.00%             | 2028-02-12      | Fixed         | 8.85%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11033966.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13171 | PA      | $13111.18     | 0.00%             | 2026-12-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $165.24       | 0.00%             | 2025-03-23      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931246.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1471.25      | 0.00%             | 2027-04-11      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112051.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12624 | PA      | $12500.92     | 0.00%             | 2026-11-24      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12969962.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9114 | PA      | $9135.25      | 0.00%             | 2027-04-22      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021119.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $891.92       | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752310.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7360 | PA      | $7045.00      | 0.00%             | 2025-04-11      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992440865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $433.78       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GoTo Group, Inc.                                                             | GoTo Group, Inc., Second Lien Term Loan                                                         | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   1624846 | PA      | $1052900.21   | 0.37%             | 2027-08-31      | Variable      | 9.14%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928953.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2919 | PA      | $1653.99      | 0.00%             | 2029-09-11      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369391.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $4466.16      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256568.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $223.67       | 0.00%             | 2025-03-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930098.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10579 | PA      | $10460.10     | 0.00%             | 2027-04-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $464.36       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430896.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7264 | PA      | $4163.81      | 0.00%             | 2027-05-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992333164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $123.58       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992212582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $-1.21        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046811.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.69        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995857.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $804.60       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186079988.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11724 | PA      | $11400.35     | 0.00%             | 2025-02-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001112.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.29        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $426.74       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $756.25       | 0.00%             | 2024-03-23      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932129.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19102 | PA      | $2590.39      | 0.00%             | 2027-04-11      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025073.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $670.09       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159913.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $152.04       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015136.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24793 | PA      | $24533.25     | 0.01%             | 2024-11-10      | Fixed         | 8.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164759.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3514 | PA      | $3238.83      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933926.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27788 | PA      | $27484.16     | 0.01%             | 2027-04-12      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474339.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $636.74       | 0.00%             | 2025-01-20      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10508033.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26158 | PA      | $26557.31     | 0.01%             | 2026-11-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992037572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $567.24       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.32         | 0.00%             | 2025-03-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13360065.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6695 | PA      | $6773.12      | 0.00%             | 2024-03-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015193.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18812 | PA      | $17661.73     | 0.01%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017361.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $230.81       | 0.00%             | 2026-11-10      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $284.46       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165780.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9362 | PA      | $8814.52      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10282886.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38538 | PA      | $39102.29     | 0.01%             | 2025-11-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $29.03        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6168818.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2036.15      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037767.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $6224.01      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037922.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9782 | PA      | $9279.02      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.21        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14440616.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9987 | PA      | $9812.94      | 0.00%             | 2025-07-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.21        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $444.38       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991856323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $232.13       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720766.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11935 | PA      | $11826.73     | 0.00%             | 2026-09-16      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                       | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class B2                              | CUSIP: 5899295P9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33301 | PA      | $19124.96     | 0.01%             | 2034-07-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176589.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $346.20       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105037.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.99        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $263.48       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1619655.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3302 | PA      | $3239.93      | 0.00%             | 2026-08-24      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.22        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992531531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $251.81       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $184.14       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991846424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $229.57       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784348.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7360 | PA      | $7307.85      | 0.00%             | 2027-03-14      | Fixed         | 9.70%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929190.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2466.61      | 0.00%             | 2025-04-11      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12686049.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13759 | PA      | $13740.64     | 0.00%             | 2027-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $614.33       | 0.00%             | 2024-09-16      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930377.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16254 | PA      | $16025.67     | 0.01%             | 2027-04-11      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992605709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269010.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5711.11      | 0.00%             | 2024-12-17      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015736.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8585 | PA      | $8205.65      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055597.UG.FTS                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.57        | 0.00%             | 2024-05-24      | Fixed         | 0.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784122.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4525.08      | 0.00%             | 2027-03-14      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790181.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24605 | PA      | $24375.74     | 0.01%             | 2027-03-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -2211965 | PA      | $-2211964.80  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12777585.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10200 | PA      | $10303.03     | 0.00%             | 2026-03-29      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481353.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7609 | PA      | $7571.67      | 0.00%             | 2027-01-21      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174186.35    | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783376.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3933.50      | 0.00%             | 2027-03-14      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789222.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1462.09      | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $648.01       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1777776 | PA      | $-1777776.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226524.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4641.08      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932873.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $239.37       | 0.00%             | 2027-04-12      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755147.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13503 | PA      | $13082.59     | 0.00%             | 2027-04-08      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $211.25       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392406.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.36        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13038344.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7804 | PA      | $7842.20      | 0.00%             | 2024-04-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022510.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6323 | PA      | $6001.03      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781267.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4610 | PA      | $4564.81      | 0.00%             | 2027-03-14      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $4530.43      | 0.00%             | 2027-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $1058.40      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12792566.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13572 | PA      | $13707.15     | 0.00%             | 2027-02-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016571.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2118.04      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928636.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $916.99       | 0.00%             | 2027-04-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1665174.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33302 | PA      | $32014.82     | 0.01%             | 2026-11-08      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782493.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $2001.37      | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743310.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10687 | PA      | $10317.20     | 0.00%             | 2025-03-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992508820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $296.64       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $146.05       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $54.45        | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $-3.73        | -0.00%            | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $383.36       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $-16.22       | -0.00%            | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.52        | 0.00%             | 2025-04-14      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.27         | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996979.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7683 | PA      | $7301.66      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111428.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $4182.27      | 0.00%             | 2026-11-24      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $246.37       | 0.00%             | 2025-04-12      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129393.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $117.37       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6190034.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $952.71       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744562.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4461 | PA      | $4315.50      | 0.00%             | 2025-04-07      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015791.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $715.27       | 0.00%             | 2024-11-10      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992067880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $235.97       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.55        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179369.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1657.86      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6151255.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6831 | PA      | $6488.39      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110276.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1060.29      | 0.00%             | 2024-11-24      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6160842.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54897 | PA      | $51719.66     | 0.02%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017549.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7214 | PA      | $7140.87      | 0.00%             | 2027-09-10      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $89.08        | 0.00%             | 2025-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186010475.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7734 | PA      | $7553.36      | 0.00%             | 2025-02-09      | Fixed         | 17.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12905263.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18347 | PA      | $5203.11      | 0.00%             | 2027-04-10      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $323.93       | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992573503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.72        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10670609.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3611.96      | 0.00%             | 2023-11-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930354.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19001 | PA      | $18863.68     | 0.01%             | 2027-04-11      | Fixed         | 8.77%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1698271.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10278 | PA      | $9918.44      | 0.00%             | 2027-01-19      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657689.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12844 | PA      | $12769.41     | 0.00%             | 2027-02-18      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13608484.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25830 | PA      | $26172.43     | 0.01%             | 2027-06-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195012.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16809 | PA      | $15548.07     | 0.01%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $267.98       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992627526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.67        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Dana, Inc.                                                                   | Dana, Inc.                                                                                      | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1276052.51   | 0.45%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269462.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9280 | PA      | $397.31       | 0.00%             | 2026-12-17      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088753.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.70        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930425.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $295.31       | 0.00%             | 2027-09-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169436.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8891 | PA      | $8257.86      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784183.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $3243.61      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.82         | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784389.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $2964.28      | 0.00%             | 2027-03-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117051.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $208.38       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $357.42       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5456 | PA      | $5428.79      | 0.00%             | 2027-01-20      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123633.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $283.22       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782583.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $1383.33      | 0.00%             | 2027-03-14      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714504.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $3663.33      | 0.00%             | 2025-02-15      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $904.15       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790608.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6611 | PA      | $6547.69      | 0.00%             | 2027-03-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788875.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12232 | PA      | $3619.73      | 0.00%             | 2027-03-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.44        | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $198.29       | 0.00%             | 2025-04-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733504.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11500 | PA      | $11153.61     | 0.00%             | 2027-03-22      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267347.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1379.58      | 0.00%             | 2024-12-17      | Fixed         | 8.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789531.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13829 | PA      | $13694.53     | 0.00%             | 2027-03-14      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858844.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $244.61       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041760.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3386.26      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701438.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15510 | PA      | $14970.89     | 0.01%             | 2025-02-08      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13406162.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17545 | PA      | $1694.44      | 0.00%             | 2027-05-06      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988245.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.61         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933477.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24243 | PA      | $23827.59     | 0.01%             | 2027-04-12      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780300.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7036 | PA      | $6899.49      | 0.00%             | 2025-03-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12910819.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6802 | PA      | $6903.91      | 0.00%             | 2027-04-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012388.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4628.66      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015870.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1260.73      | 0.00%             | 2026-11-10      | Fixed         | 19.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1142.31      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032567.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2384.98      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $68.03        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928908.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $902.16       | 0.00%             | 2027-04-11      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.29       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 147197560.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5349 | PA      | $5212.82      | 0.00%             | 2024-02-05      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.46        | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165998.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $155.92       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $102.56       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $278.56       | 0.00%             | 2025-04-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214041.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.84         | 0.00%             | 2028-01-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13639283.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42535 | PA      | $42943.10     | 0.02%             | 2027-05-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087497.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $-12.75       | -0.00%            | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.05        | 0.00%             | 2025-03-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2010485.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9357 | PA      | $681.88       | 0.00%             | 2027-04-10      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991893580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $635.16       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12819064.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35280 | PA      | $35680.91     | 0.01%             | 2027-02-28      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362630.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $260.90       | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060467.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44218 | PA      | $44779.28     | 0.02%             | 2027-03-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $74.12        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.56        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932489.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $1395.33      | 0.00%             | 2027-04-12      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991938779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $146.98       | 0.00%             | 2025-03-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $573.04       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992358192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $9.44         | 0.00%             | 2024-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478209.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5332 | PA      | $5305.43      | 0.00%             | 2027-01-21      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395539.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $495.65       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052298.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2474.16      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998105.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $19.98        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5741 | PA      | $5685.26      | 0.00%             | 2027-03-14      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929902.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4987 | PA      | $4932.79      | 0.00%             | 2027-04-11      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2015-C28, Class A4                           | CUSIP: 46644FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1334815.84   | 0.47%             | 2048-10-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657507.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $2782.76      | 0.00%             | 2027-02-18      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270701.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1755.22      | 0.00%             | 2024-12-17      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                                    | BlueMountain CLO XXV Ltd., Series 2019-25A, Class CR                                            | CUSIP: 09627FAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1395000.00   | 0.49%             | 2036-07-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10060652.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10565 | PA      | $10702.22     | 0.00%             | 2026-09-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2151.92      | 0.00%             | 2025-04-14      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932854.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13595 | PA      | $13356.50     | 0.00%             | 2025-04-12      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785504.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2197.89      | 0.00%             | 2027-03-14      | Fixed         | 15.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.61        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656199.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $225.47       | 0.00%             | 2027-02-18      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6254118.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55503 | PA      | $51663.85     | 0.02%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101346.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $594.94       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $-2.29        | -0.00%            | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471971.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4645 | PA      | $4614.96      | 0.00%             | 2027-01-20      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930096.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3705 | PA      | $3662.74      | 0.00%             | 2027-04-11      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353742.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.49       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12042791.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45427 | PA      | $45493.11     | 0.02%             | 2027-03-12      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12870868.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27219 | PA      | $27572.63     | 0.01%             | 2027-04-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.17         | 0.00%             | 2028-01-16      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.94        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789056.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $836.36       | 0.00%             | 2027-03-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931588.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $-12.90       | -0.00%            | 2027-04-11      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475501.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21925 | PA      | $5399.12      | 0.00%             | 2027-11-20      | Fixed         | 9.96%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009702.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.96         | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.41        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136658.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3135.97      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185480688.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7353 | PA      | $7209.31      | 0.00%             | 2025-01-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $412.82       | 0.00%             | 2024-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992525722.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $2089.62      | 0.00%             | 2025-04-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983333.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.64        | 0.00%             | 2024-03-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| United Wholesale Mortgage LLC                                                | United Wholesale Mortgage LLC                                                                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811871.89    | 0.28%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744745.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6461 | PA      | $6179.01      | 0.00%             | 2025-04-08      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| CSI Compressco LP / CSI Compressco Finance, Inc.                             | CSI Compressco LP / CSI Compressco Finance, Inc.                                                | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $304388.47    | 0.11%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992437024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $180.01       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785618.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20779 | PA      | $20570.12     | 0.01%             | 2027-03-14      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Central Parent, Inc.                                                         | Central Parent, Inc., First Lien Term Loan                                                      | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257143 | PA      | $255258.00    | 0.09%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785595.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10145 | PA      | $10040.08     | 0.00%             | 2025-03-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191169.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11007 | PA      | $10333.41     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1878535.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3301.25      | 0.00%             | 2024-10-21      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992567677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $277.14       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $328.35       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157908.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11294 | PA      | $10618.70     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14366522.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40094 | PA      | $40595.07     | 0.01%             | 2027-05-18      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785470.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8524 | PA      | $8442.29      | 0.00%             | 2027-03-14      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476276.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4961 | PA      | $4937.24      | 0.00%             | 2027-01-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992045994.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $280.51       | 0.00%             | 2025-03-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653485.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9105 | PA      | $9050.80      | 0.00%             | 2027-02-18      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $240.19       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784695.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5101.97      | 0.00%             | 2027-08-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187948430.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29332 | PA      | $27830.52     | 0.01%             | 2027-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $866.48       | 0.00%             | 2026-11-10      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781304.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $153.97       | 0.00%             | 2027-03-14      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6150107.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10009 | PA      | $9505.90      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928179.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31762 | PA      | $31459.74     | 0.01%             | 2027-04-11      | Fixed         | 15.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451388.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $302.04       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005793.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2684.31      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hunter Douglas Holding B.V.                                                  | Hunter Douglas Holding B.V., Term Loan B1                                                       | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    300000 | PA      | $265473.00    | 0.09%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357996.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $21.97        | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $164.77       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477875.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9094 | PA      | $9066.36      | 0.00%             | 2029-01-21      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787568.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $921.40       | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2755118.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11109 | PA      | $2818.81      | 0.00%             | 2027-03-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1679512.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17141 | PA      | $16339.21     | 0.01%             | 2026-12-15      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6187581.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13796 | PA      | $12994.25     | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785953.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10318 | PA      | $732.55       | 0.00%             | 2027-03-14      | Fixed         | 29.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $664.19       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $202.26       | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $248.48       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $152.50       | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265856.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7712 | PA      | $7616.97      | 0.00%             | 2026-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13618952.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7336 | PA      | $803.45       | 0.00%             | 2027-06-27      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011390.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3117.11      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149316.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3303 | PA      | $3125.28      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $255.24       | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.65        | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653926.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13757 | PA      | $13635.61     | 0.00%             | 2027-02-18      | Fixed         | 14.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $239.73       | 0.00%             | 2024-04-16      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929101.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1290.24      | 0.00%             | 2027-04-11      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265066.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4682 | PA      | $340.11       | 0.00%             | 2026-12-16      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $74.00        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789366.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44578 | PA      | $44157.49     | 0.02%             | 2027-03-14      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $642.84       | 0.00%             | 2025-03-31      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997611.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3970 | PA      | $2818.15      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2738355.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8966 | PA      | $8883.64      | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368754.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3364 | PA      | $3455.03      | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.79        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256345.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42236 | PA      | $39222.60     | 0.01%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992444812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $207.15       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13337421.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10378 | PA      | $10477.83     | 0.00%             | 2025-03-21      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991932344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.14       | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068921.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $146.27       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270621.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $4207.77      | 0.00%             | 2026-12-17      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.82        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $231.09       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150890573.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11473 | PA      | $11004.19     | 0.00%             | 2024-09-01      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229844.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $5.15         | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $991.24       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12700449.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46796 | PA      | $46218.66     | 0.02%             | 2027-04-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332102.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.98         | 0.00%             | 2028-01-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6044748.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9958 | PA      | $9444.82      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $214.90       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2257039.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3382.56      | 0.00%             | 2026-12-16      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994999.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3733.42      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1628602.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $3047.75      | 0.00%             | 2024-09-22      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $193.67       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12679617.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35614 | PA      | $36078.56     | 0.01%             | 2027-04-10      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075756.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.92        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187751574.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29729 | PA      | $28707.40     | 0.01%             | 2027-03-30      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744083.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $1141.59      | 0.00%             | 2027-03-23      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13434799.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25581 | PA      | $25612.66     | 0.01%             | 2026-05-15      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.34         | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145134172.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5705 | PA      | $5565.78      | 0.00%             | 2024-03-31      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $13.66        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200183.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3315.39      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931231.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18507 | PA      | $18336.25     | 0.01%             | 2027-09-11      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780668.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $999.32       | 0.00%             | 2027-03-14      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934991.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2780.13      | 0.00%             | 2027-04-12      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781775.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $5258.98      | 0.00%             | 2027-03-14      | Fixed         | 31.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029328.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $131.69       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213041.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1962.34      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $168.24       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $52.11        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.84        | 0.00%             | 2024-03-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011775.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20840 | PA      | $19794.03     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787932.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2875 | PA      | $2847.39      | 0.00%             | 2027-03-14      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785656.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $8832.97      | 0.00%             | 2027-03-14      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1873.14      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355419.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $263.60       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429717.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $553.49       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930608.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23476 | PA      | $23162.14     | 0.01%             | 2025-04-11      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685604.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1270.97      | 0.00%             | 2024-12-14      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231380.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.56        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787099.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $89.91        | 0.00%             | 2027-03-14      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12787408.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17235 | PA      | $17459.53     | 0.01%             | 2026-04-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783539.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6920 | PA      | $6799.62      | 0.00%             | 2025-03-14      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004167.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1924.69      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                                | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $922357.93    | 0.32%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402969.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.16        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $23.60        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289110.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $1910.14      | 0.00%             | 2025-04-14      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116628.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $17.63        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740955.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22128 | PA      | $21467.08     | 0.01%             | 2027-03-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11443313.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22043 | PA      | $22358.36     | 0.01%             | 2027-02-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992549728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.43        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927993.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1648.38      | 0.00%             | 2025-04-11      | Fixed         | 24.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187248830.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24798 | PA      | $23400.79     | 0.01%             | 2027-04-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742649.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17966 | PA      | $17215.40     | 0.01%             | 2027-03-22      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $136.10       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078334.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $80.29        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2263510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2412.38      | 0.00%             | 2026-12-16      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750510.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28534 | PA      | $27308.30     | 0.01%             | 2025-04-07      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.17        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786839.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12433 | PA      | $880.44       | 0.00%             | 2027-03-14      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238279.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $288.34       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781077.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1013.65      | 0.00%             | 2027-03-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185583.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4645 | PA      | $4370.84      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269324.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13093 | PA      | $13011.05     | 0.00%             | 2026-12-17      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992043129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $18.92        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931107.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $111.73       | 0.00%             | 2027-04-11      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14491308.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7517 | PA      | $7593.92      | 0.00%             | 2024-06-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $521.57       | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991851118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $244.39       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124471.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $835.39       | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11693799.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13222 | PA      | $13205.14     | 0.00%             | 2027-02-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270141.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $3395.47      | 0.00%             | 2024-12-17      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016917.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5619 | PA      | $5561.22      | 0.00%             | 2024-11-10      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $99.41        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781099.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1819.19      | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11771449.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42701 | PA      | $43287.26     | 0.02%             | 2027-02-10      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693768.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12882 | PA      | $12424.31     | 0.00%             | 2027-01-12      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069103.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.99        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $257.99       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.76         | 0.00%             | 2028-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167434436.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $508.41       | 0.00%             | 2023-03-02      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992212611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $523.25       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12840175.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10705 | PA      | $10691.05     | 0.00%             | 2027-04-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14392011.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46524 | PA      | $8326.33      | 0.00%             | 2026-05-15      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.80       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781646.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1363.13      | 0.00%             | 2027-03-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $787.79       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017890.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $254.78       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2109126.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1223.70      | 0.00%             | 2024-11-24      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472901.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8855 | PA      | $8806.11      | 0.00%             | 2027-01-20      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783388.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1573.94      | 0.00%             | 2027-03-14      | Fixed         | 33.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786541.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9436 | PA      | $9335.29      | 0.00%             | 2025-03-14      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780882.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8386 | PA      | $8301.68      | 0.00%             | 2027-03-14      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930626.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41311 | PA      | $40828.83     | 0.01%             | 2027-09-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                   | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179312.00    | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.96        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268690.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9090 | PA      | $9046.48      | 0.00%             | 2027-05-17      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478232.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9141 | PA      | $1329.21      | 0.00%             | 2027-01-21      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018365.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1288.45      | 0.00%             | 2026-11-10      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $238.58       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13598758.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9121 | PA      | $9191.86      | 0.00%             | 2027-05-09      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.10       | 0.00%             | 2024-03-23      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| International Game Technology plc                                            | International Game Technology plc                                                               | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373581.76    | 0.13%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134593.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2273.51      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029264.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3219 | PA      | $3043.42      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.71        | 0.00%             | 2025-04-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Ivanti Software, Inc.                                                        | Ivanti Software, Inc., First Lien Term Loan                                                     | CUSIP: 46583DAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57893 | PA      | $45844.36     | 0.02%             | 2027-12-01      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992412058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.60       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655412.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12191 | PA      | $12084.71     | 0.00%             | 2027-02-18      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                       | TTM Technologies, Inc.                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429495.00    | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783320.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1816.82      | 0.00%             | 2027-03-14      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163664.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8142 | PA      | $7665.70      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363781.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $694.16       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800972.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21165 | PA      | $21339.93     | 0.01%             | 2027-04-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051812.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5751 | PA      | $5417.15      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088592.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.59        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678333.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4586 | PA      | $4423.34      | 0.00%             | 2024-12-14      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782188.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13249 | PA      | $13113.21     | 0.00%             | 2027-03-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12738128.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9796 | PA      | $1983.31      | 0.00%             | 2025-02-26      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185255256.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2196.77      | 0.00%             | 2025-01-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367456.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $3.30         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                                                 | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247941.00    | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784058.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7941 | PA      | $7822.85      | 0.00%             | 2027-08-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $75.01        | 0.00%             | 2025-04-02      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786938.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2566.26      | 0.00%             | 2027-03-14      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657700.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11361 | PA      | $11200.81     | 0.00%             | 2027-02-18      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785803.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $6198.15      | 0.00%             | 2027-03-14      | Fixed         | 15.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $342.83       | 0.00%             | 2025-04-12      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992525909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $323.88       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2926514.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21150 | PA      | $20918.26     | 0.01%             | 2027-09-11      | Fixed         | 27.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779751.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3560.31      | 0.00%             | 2027-03-14      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061037.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $201.44       | 0.00%             | 2025-03-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263431.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5915 | PA      | $5858.52      | 0.00%             | 2026-12-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732976.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13118 | PA      | $12700.59     | 0.00%             | 2027-03-22      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $884.57       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262825.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12442 | PA      | $12346.08     | 0.00%             | 2026-12-16      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266509.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $31.41        | 0.00%             | 2026-12-17      | Fixed         | 24.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14343452.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23062 | PA      | $23065.75     | 0.01%             | 2027-06-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732961.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2301.88      | 0.00%             | 2025-03-22      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12877021.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6919 | PA      | $6889.49      | 0.00%             | 2025-04-03      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13199989.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43097 | PA      | $43163.96     | 0.02%             | 2027-05-14      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.97        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782707.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39273 | PA      | $38893.44     | 0.01%             | 2027-03-14      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11788646.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32675 | PA      | $33017.45     | 0.01%             | 2026-12-29      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785389.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4167 | PA      | $4129.82      | 0.00%             | 2027-03-14      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653857.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19207 | PA      | $19056.71     | 0.01%             | 2027-02-18      | Fixed         | 28.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992518281.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.34         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991741.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $184.20       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228997.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $173.85       | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.73       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779732.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9297 | PA      | $9145.11      | 0.00%             | 2027-03-14      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660971.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9527 | PA      | $355.52       | 0.00%             | 2024-11-05      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $425.60       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186522043.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5358 | PA      | $5277.42      | 0.00%             | 2027-03-10      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $200.48       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $1.03         | 0.00%             | 2027-12-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785963.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10693 | PA      | $10591.96     | 0.00%             | 2027-03-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1290.36      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380390.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $544.41       | 0.00%             | 2025-04-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.99        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784675.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1934.23      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $550.58       | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932813.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11895 | PA      | $11698.33     | 0.00%             | 2027-04-12      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $-20.68       | -0.00%            | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893402.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5220 | PA      | $5199.53      | 0.00%             | 2026-10-21      | Fixed         | 27.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992324578.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $444.21       | 0.00%             | 2025-04-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                            | Cornerstone Building Brands, Inc.                                                               | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $705870.00    | 0.25%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162730.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $162.25       | 0.00%             | 2024-03-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14256949.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35040 | PA      | $35291.52     | 0.01%             | 2025-06-23      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135496.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1149.21      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782378.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43379 | PA      | $43157.68     | 0.02%             | 2027-03-14      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2617545.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9873 | PA      | $9775.62      | 0.00%             | 2025-02-18      | Fixed         | 16.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786415.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12971 | PA      | $12844.83     | 0.00%             | 2027-03-14      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781390.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3020 | PA      | $2989.78      | 0.00%             | 2027-03-14      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750606.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8105 | PA      | $7741.02      | 0.00%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990365.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.95       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239757.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42993 | PA      | $40188.85     | 0.01%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992130738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $120.90       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083956.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.50         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.04       | 0.00%             | 2025-04-03      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020847.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $1978.49      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017415.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8787 | PA      | $631.52       | 0.00%             | 2026-11-10      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $1072.32      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992469189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $10.76        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090345.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $15.32        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2763354.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9178 | PA      | $9087.27      | 0.00%             | 2027-03-14      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.60        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014162.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8739 | PA      | $8359.12      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $4272.23      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.28        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418820.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $682.73       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187670705.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35971 | PA      | $33897.12     | 0.01%             | 2027-03-29      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994281.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $2042.11      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058008.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1217.74      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19713 | PA      | $19528.56     | 0.01%             | 2027-03-14      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023290.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8023 | PA      | $7620.08      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195958.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7669 | PA      | $7215.30      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1587.96      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146260552.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5270 | PA      | $5162.27      | 0.00%             | 2024-01-15      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.84        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3465.03      | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932696.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14990 | PA      | $14830.94     | 0.01%             | 2027-04-12      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157196587.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1385.56      | 0.00%             | 2024-08-19      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992270720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.86        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $210.15       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3367 | PA      | $3203.63      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786287.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $2026.74      | 0.00%             | 2027-03-14      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $6.32         | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $64.67        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157083123.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6613 | PA      | $6405.48      | 0.00%             | 2024-08-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787467.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $214.55       | 0.00%             | 2025-03-14      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992934.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.29        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790618.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $2316.09      | 0.00%             | 2025-03-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $657.76       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785752.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11179 | PA      | $11030.64     | 0.00%             | 2027-03-14      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147037.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $134.51       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201881.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $340.94       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783749.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6793 | PA      | $6758.00      | 0.00%             | 2027-03-14      | Fixed         | 6.39%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992620721.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.39        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2648053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5688.10      | 0.00%             | 2027-02-18      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10617769.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18465 | PA      | $18784.19     | 0.01%             | 2025-10-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Motion Acquisition Ltd.                                                      | Motion Acquisition Ltd., Term Loan B2                                                           | CUSIP: L6526BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     49166 | PA      | $47019.78     | 0.02%             | 2026-11-12      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789245.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7800 | PA      | $7694.27      | 0.00%             | 2027-03-14      | Fixed         | 16.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10916888.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13285 | PA      | $13479.89     | 0.00%             | 2026-12-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $3.89         | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786981.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $155.76       | 0.00%             | 2027-03-14      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $164.25       | 0.00%             | 2025-03-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479645.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3547.45      | 0.00%             | 2027-01-21      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126496.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $4911.36      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787085.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2408.32      | 0.00%             | 2025-03-14      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173168.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2339 | PA      | $2164.46      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387920.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $5.32         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.63         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1709564.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2941.54      | 0.00%             | 2025-02-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 155540917.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16937 | PA      | $12775.53     | 0.00%             | 2025-05-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658113.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4809.43      | 0.00%             | 2026-11-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259245.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1855.29      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992328658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $173.15       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10823322.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13553 | PA      | $13702.02     | 0.00%             | 2025-12-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $41.55        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992259589.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $139.35       | 0.00%             | 2024-04-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110271.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $129.08       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646795.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7544 | PA      | $7398.30      | 0.00%             | 2024-10-29      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $578.05       | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992501284.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $379.28       | 0.00%             | 2025-04-21      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194827.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5161 | PA      | $4730.92      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740508.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7036 | PA      | $6813.77      | 0.00%             | 2027-03-23      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $459.56       | 0.00%             | 2025-04-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998692.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1707.27      | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744583.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1562.99      | 0.00%             | 2025-04-07      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787310.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $882.32       | 0.00%             | 2027-03-14      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Ingenovis Health, Inc.                                                       | Ingenovis Health, Inc., First Lien Term Loan                                                    | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787249 | PA      | $751165.88    | 0.26%             | 2028-03-06      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355044.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.06        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.16        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187829994.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28560 | PA      | $27913.73     | 0.01%             | 2027-03-31      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334591.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $630.71       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783463.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9512 | PA      | $9448.32      | 0.00%             | 2027-03-14      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892172.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2817.35      | 0.00%             | 2026-10-21      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017277.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1733.53      | 0.00%             | 2026-11-10      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| Adient US LLC                                                                | Adient US LLC, Term Loan B1                                                                     | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    736275 | PA      | $729718.59    | 0.26%             | 2028-04-10      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024414.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1666.89      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195770.00    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752836.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474173.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3398.04      | 0.00%             | 2027-01-20      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187868633.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3358.63      | 0.00%             | 2025-04-01      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789203.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $2933.14      | 0.00%             | 2027-03-14      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12944703.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10297 | PA      | $10302.81     | 0.00%             | 2027-04-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753449.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7037 | PA      | $6715.59      | 0.00%             | 2025-04-06      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266458.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $340.11       | 0.00%             | 2026-12-16      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733450.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23160 | PA      | $22300.81     | 0.01%             | 2027-04-16      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780797.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5472 | PA      | $5417.51      | 0.00%             | 2027-03-14      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260888.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1684.98      | 0.00%             | 2027-05-16      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932622.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $155.22       | 0.00%             | 2027-04-12      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC                                                     | Diamond Sports Group LLC, First Lien Term Loan                                                  | CUSIP: 25277BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299515 | PA      | $284601.93    | 0.10%             | 2026-05-25      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894387.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5015 | PA      | $4953.45      | 0.00%             | 2026-10-21      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $149.18       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $177.73       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                                | White Cap Supply Holdings LLC, Term Loan                                                        | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392038 | PA      | $379786.33    | 0.13%             | 2027-10-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787560.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3415 | PA      | $996.16       | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323350.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $6939.52      | 0.00%             | 2024-05-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11815677.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23244 | PA      | $23591.67     | 0.01%             | 2026-12-30      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1388.12      | 0.00%             | 2025-02-18      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994215.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $2030.55      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740142.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12096 | PA      | $11683.27     | 0.00%             | 2025-03-22      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740703.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9225 | PA      | $8891.03      | 0.00%             | 2025-03-23      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $96.60        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11673308.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32076 | PA      | $3465.41      | 0.00%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790487.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3196.35      | 0.00%             | 2027-03-14      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994375.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $1829.44      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780255.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38530 | PA      | $38170.90     | 0.01%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780955.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4844 | PA      | $4799.03      | 0.00%             | 2027-03-14      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689590.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5137 | PA      | $4951.71      | 0.00%             | 2027-01-14      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928094.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1600.01      | 0.00%             | 2025-04-11      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103300.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.66        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.61        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.02         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $136.25       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $70.95        | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185319960.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22025 | PA      | $21476.46     | 0.01%             | 2027-01-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $142.18       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| DKT Finance ApS                                                              | DKT Finance ApS                                                                                 | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1090375.00   | 0.38%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $227.89       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4650.60      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204783.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1160.72      | 0.00%             | 2025-03-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11814239.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34458 | PA      | $34303.23     | 0.01%             | 2027-02-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269575.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1241.58      | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14351539.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5771 | PA      | $5847.31      | 0.00%             | 2024-06-21      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930633.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1320.25      | 0.00%             | 2025-04-11      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10151809.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3485.93      | 0.00%             | 2023-08-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022109.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $11877.13     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045230.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $507.27       | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186624355.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10179 | PA      | $9766.02      | 0.00%             | 2027-03-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $11.64        | 0.00%             | 2024-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674923.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10052 | PA      | $9744.57      | 0.00%             | 2024-12-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $479.81       | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $446.24       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744034.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10666 | PA      | $10082.61     | 0.00%             | 2027-04-07      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267234.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1052.58      | 0.00%             | 2026-12-17      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265891.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $2947.39      | 0.00%             | 2025-05-16      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $839.38       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11800117.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12366 | PA      | $12429.22     | 0.00%             | 2026-12-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10969694.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18897 | PA      | $18492.83     | 0.01%             | 2026-12-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267659.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1849.18      | 0.00%             | 2026-12-17      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $-31.64       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1652447.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1232.42      | 0.00%             | 2024-11-09      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185869166.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9235 | PA      | $7505.38      | 0.00%             | 2025-08-07      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998322.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1749.22      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13331280.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27752 | PA      | $27543.61     | 0.01%             | 2027-06-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-42, Class PT              | CUSIP: 21055YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94766 | PA      | $89396.26     | 0.03%             | 2044-11-15      | Variable      | 17.25%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $46.32        | 0.00%             | 2024-04-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338915.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.94        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $267.34       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187159940.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8545 | PA      | $8408.13      | 0.00%             | 2027-03-21      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6190060.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3056.76      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $34.18        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892599.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $2481.06      | 0.00%             | 2026-10-21      | Fixed         | 22.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472903.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1127.14      | 0.00%             | 2029-01-20      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.98        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217404.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5495 | PA      | $5044.15      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd.                             | American Airlines Inc/AAdvantage Loyalty IP Ltd.                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963401.50    | 0.34%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637430.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5638 | PA      | $5452.78      | 0.00%             | 2024-09-27      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782994.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3598.19      | 0.00%             | 2027-03-14      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12776522.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14075 | PA      | $14242.68     | 0.00%             | 2025-03-28      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12792270.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17386 | PA      | $17452.42     | 0.01%             | 2026-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075860.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1531.41      | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138XMK66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $598.20       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781794.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12514 | PA      | $12307.02     | 0.00%             | 2027-03-14      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14229349.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $5232.94      | 0.00%             | 2027-06-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992121451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $401.25       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655208.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39684 | PA      | $39448.45     | 0.01%             | 2027-02-18      | Fixed         | 28.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $344.66       | 0.00%             | 2024-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6498 | PA      | $6847.27      | 0.00%             | 2030-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $176.36       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785263.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1742.68      | 0.00%             | 2027-03-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933149.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5435 | PA      | $5359.78      | 0.00%             | 2027-04-12      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471460.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36499 | PA      | $5335.41      | 0.00%             | 2027-01-20      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309103.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $181.20       | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $29.21        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2482022.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3507 | PA      | $3486.91      | 0.00%             | 2029-01-21      | Fixed         | 26.34%                | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                      | Grand Canyon University                                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1226277.00   | 0.43%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471789.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26079 | PA      | $25860.98     | 0.01%             | 2027-01-20      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156484.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $297.71       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781612.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $1011.63      | 0.00%             | 2027-03-14      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788480.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $1737.00      | 0.00%             | 2027-03-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990998.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36687 | PA      | $35048.99     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.77       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785321.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6305 | PA      | $6220.31      | 0.00%             | 2027-03-14      | Fixed         | 17.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.47        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $2163.12      | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743195.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1534.83      | 0.00%             | 2025-03-22      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783479.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8258 | PA      | $8177.68      | 0.00%             | 2025-03-14      | Fixed         | 11.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157983194.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6960 | PA      | $6720.67      | 0.00%             | 2024-09-24      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14356626.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13856 | PA      | $13875.99     | 0.00%             | 2027-05-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265852.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $44.25        | 0.00%             | 2026-12-16      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $92.42        | 0.00%             | 2025-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149772.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $605.36       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187131268.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24436 | PA      | $19042.07     | 0.01%             | 2027-03-17      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141410.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2344 | PA      | $2184.35      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $693.39       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.88        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.71        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12119588.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10495 | PA      | $10644.97     | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992562046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.66        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687689.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13729 | PA      | $13130.39     | 0.00%             | 2026-12-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.73         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6257672.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10036 | PA      | $9276.53      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782045.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14319 | PA      | $14129.94     | 0.00%             | 2027-03-14      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $165.49       | 0.00%             | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $115.77       | 0.00%             | 2024-03-23      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187318907.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10283 | PA      | $1947.81      | 0.00%             | 2027-03-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13073067.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9561 | PA      | $9447.97      | 0.00%             | 2027-05-02      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024533.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2122.56      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $337.15       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780132.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2071.94      | 0.00%             | 2027-03-14      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| Red Planet Borrower LLC                                                      | Red Planet Borrower LLC, Term Loan                                                              | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276763 | PA      | $174637.59    | 0.06%             | 2028-10-02      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431746.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $384.14       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744580.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8071 | PA      | $7817.56      | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013579.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2806.87      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $99.64        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-26, Class PT              | CUSIP: 21055TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104047 | PA      | $98557.68     | 0.03%             | 2044-08-15      | Variable      | 17.60%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959713.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $361.91       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $-19.15       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $675.72       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992358247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $2120.81      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $191.44       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $172.54       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $490.24       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404784.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $83.20        | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929573.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13878 | PA      | $7687.34      | 0.00%             | 2027-04-11      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186875668.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15651 | PA      | $15379.14     | 0.01%             | 2027-03-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Dryden 58 CLO Ltd.                                                           | Dryden 58 CLO Ltd., Series 2018-58A, Class C                                                    | CUSIP: 26245RAG5<br>LEI: 549300YIDGL7GPSLZ840 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2790673.29   | 0.98%             | 2031-07-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780369.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1953.53      | 0.00%             | 2027-08-14      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992614699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.47        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987727.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $34.67        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933170.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21242 | PA      | $21099.57     | 0.01%             | 2027-04-12      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754517.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15165 | PA      | $14673.81     | 0.01%             | 2025-04-08      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $144.60       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370516.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.15        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.93        | 0.00%             | 2025-04-15      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734401.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7209 | PA      | $6947.95      | 0.00%             | 2025-03-23      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305333.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $138.25       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $165.97       | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992433094.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $196.16       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179276.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2619.57      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783427.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6215 | PA      | $6155.09      | 0.00%             | 2027-03-14      | Fixed         | 12.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933691.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9551 | PA      | $9411.70      | 0.00%             | 2025-04-12      | Fixed         | 18.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $370.77       | 0.00%             | 2025-04-01      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111918.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17212 | PA      | $17168.30     | 0.01%             | 2026-11-24      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935725.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14691 | PA      | $14417.84     | 0.01%             | 2025-04-12      | Fixed         | 21.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111293.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10549 | PA      | $10478.18     | 0.00%             | 2026-11-24      | Fixed         | 9.98%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160244.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.49        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $98.83        | 0.00%             | 2025-04-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782269.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $3804.81      | 0.00%             | 2027-03-14      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934271.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11547 | PA      | $11420.11     | 0.00%             | 2027-04-12      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171172117.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2893.01      | 0.00%             | 2023-10-19      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $117.23       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266678.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11105 | PA      | $11006.37     | 0.00%             | 2026-12-16      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $889.39       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14429358.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10989 | PA      | $11122.79     | 0.00%             | 2027-06-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1896078.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5218 | PA      | $5175.18      | 0.00%             | 2026-10-21      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14420972.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15797 | PA      | $16017.18     | 0.01%             | 2027-06-30      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2109993.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4418 | PA      | $4410.40      | 0.00%             | 2026-11-24      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1720.17      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.30       | 0.00%             | 2024-04-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1482.39      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928577.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1113.72      | 0.00%             | 2027-04-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187819893.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36762 | PA      | $35778.77     | 0.01%             | 2027-03-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $1386.53      | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992216140.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.09         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1200.66      | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10173551.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12913 | PA      | $13005.73     | 0.00%             | 2026-09-20      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $928.78       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472163.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3821 | PA      | $3767.64      | 0.00%             | 2027-01-20      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185196514.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15199 | PA      | $14544.72     | 0.01%             | 2025-01-24      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.86         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.00        | 0.00%             | 2024-04-13      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187071023.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13509 | PA      | $13253.82     | 0.00%             | 2027-03-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992260213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $128.98       | 0.00%             | 2025-03-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783409.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $5112.03      | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $-2.52        | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688213.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6607.49      | 0.00%             | 2027-01-12      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027381.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8445 | PA      | $7256.56      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $139.29       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471424.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $2291.16      | 0.00%             | 2025-01-20      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12867908.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25699 | PA      | $2835.86      | 0.00%             | 2027-04-15      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.31        | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1650.32      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169552.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $3646.53      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010694.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8355 | PA      | $7955.02      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047087.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1553.09      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10481821.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6995 | PA      | $6937.47      | 0.00%             | 2024-11-22      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $170.41       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779187.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28565 | PA      | $28177.83     | 0.01%             | 2027-03-14      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.38         | 0.00%             | 2024-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787416.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1191.98      | 0.00%             | 2027-03-14      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801479.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22012 | PA      | $22227.89     | 0.01%             | 2025-02-27      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $110.43       | 0.00%             | 2024-04-03      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784380.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1013.02      | 0.00%             | 2027-03-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744029.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3239 | PA      | $3130.82      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.06        | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $70.69        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187946130.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23149 | PA      | $21968.91     | 0.01%             | 2027-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                   | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D                                            | CUSIP: 09631BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $880167.85    | 0.31%             | 2034-04-19      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.95        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $114.68       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992525490.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $110.13       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656455.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15624 | PA      | $15486.99     | 0.01%             | 2027-02-18      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110860.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $4182.21      | 0.00%             | 2026-11-24      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.40         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992477866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.77        | 0.00%             | 2024-04-20      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.55        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992461830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $156.97       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $14.57        | 0.00%             | 2025-04-14      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655104.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3825.18      | 0.00%             | 2025-02-18      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $237.09       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $230.04       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.65       | 0.00%             | 2025-04-01      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14406359.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47656 | PA      | $47807.26     | 0.02%             | 2027-06-16      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740946.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8897 | PA      | $0.00         | 0.00%             | 2027-03-23      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231708.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.83        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784157.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41482 | PA      | $41072.58     | 0.01%             | 2027-03-14      | Fixed         | 26.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.92        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $10.64        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892411.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20668 | PA      | $20490.61     | 0.01%             | 2026-10-21      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788633.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $3366.64      | 0.00%             | 2027-03-14      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784617.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18652 | PA      | $18517.73     | 0.01%             | 2027-03-14      | Fixed         | 8.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $7.43         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $293.48       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654823.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2490 | PA      | $2467.98      | 0.00%             | 2027-02-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $743.81       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Macy's Retail Holdings LLC                                                   | Macy's Retail Holdings LLC                                                                      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $521520.00    | 0.18%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.74        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1171.11      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12886380.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27781 | PA      | $28133.05     | 0.01%             | 2026-04-03      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780108.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1081.82      | 0.00%             | 2027-03-14      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720742.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2172.74      | 0.00%             | 2024-09-16      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $572.56       | 0.00%             | 2025-04-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781714.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22660 | PA      | $22301.67     | 0.01%             | 2027-03-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124663.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3049.99      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13364619.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21921 | PA      | $21975.82     | 0.01%             | 2027-05-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $111.73       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475492.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2667.20      | 0.00%             | 2027-01-20      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734008.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1557.27      | 0.00%             | 2025-03-23      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995868.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1795.89      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2524.84      | 0.00%             | 2025-04-02      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992606928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $4.71         | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11751486.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15991 | PA      | $16217.41     | 0.01%             | 2026-12-23      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.37         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892685.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $2271.42      | 0.00%             | 2026-10-21      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063598.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $271.87       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993923.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7486 | PA      | $7073.48      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $290.43       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801776.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22573 | PA      | $22527.58     | 0.01%             | 2027-02-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $286.81       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992023.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $155.44       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4972 | PA      | $4918.68      | 0.00%             | 2024-11-10      | Fixed         | 7.02%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229492.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.93        | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992459910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $14.67        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $253.62       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752292.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $6513.52      | 0.00%             | 2027-04-11      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $125.35       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895456.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4553 | PA      | $1333.03      | 0.00%             | 2026-10-21      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $33.14        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991963105.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $1022.08      | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270087.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14243 | PA      | $324.79       | 0.00%             | 2026-12-17      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.36        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372406.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.34        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261867.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2143.35      | 0.00%             | 2026-12-16      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $453.86       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992277654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2469.43      | 0.00%             | 2025-04-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $3.18         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478632.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16712 | PA      | $16621.64     | 0.01%             | 2027-01-21      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1695146.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12641 | PA      | $12544.24     | 0.00%             | 2026-09-16      | Fixed         | 9.05%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $886.57       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $723.62       | 0.00%             | 2024-04-02      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.03        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779969.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $8799.98      | 0.00%             | 2027-03-14      | Fixed         | 13.03%                | No            |                  3 | On Loan: No      |
| Papa John's International, Inc.                                              | Papa John's International, Inc.                                                                 | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250882.50    | 0.09%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $273.81       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785328.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $5960.25      | 0.00%             | 2027-03-14      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656336.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1433.19      | 0.00%             | 2027-02-18      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $172.40       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245487.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.20        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $105.04       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186935631.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $3128.69      | 0.00%             | 2025-03-11      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $724.29       | 0.00%             | 2024-03-23      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $17.67        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199364.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $662.04       | 0.00%             | 2024-04-04      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648862.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5294 | PA      | $5096.22      | 0.00%             | 2024-11-02      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404107.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $288.73       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992047309.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1294.75      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783252.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $3940.64      | 0.00%             | 2027-03-14      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $-0.74        | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6208258.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4628.73      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6172379.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73636 | PA      | $69188.67     | 0.02%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.00         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799619.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20142 | PA      | $20030.51     | 0.01%             | 2027-02-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076693.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.78        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $5306.23      | 0.00%             | 2025-04-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $94.58        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310325.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $32.52        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1485.04      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991851043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $6.24         | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242619.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $-0.64        | -0.00%            | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CPC Acquisition Corp.                                                        | CPC Acquisition Corp., First Lien Term Loan                                                     | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    777841 | PA      | $568601.45    | 0.20%             | 2027-12-29      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075574.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $126.86       | 0.00%             | 2024-03-22      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261927.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $857.23       | 0.00%             | 2026-12-16      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785302.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7166 | PA      | $7096.14      | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $510.65       | 0.00%             | 2024-04-03      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1659700.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3179.33      | 0.00%             | 2026-11-09      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038030.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $777.91       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $155.27       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137053.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12839 | PA      | $12133.00     | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928811.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5361 | PA      | $5284.36      | 0.00%             | 2027-04-11      | Fixed         | 15.33%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA I, Single-family, 30 Year                                                                  | CUSIP: 36201SG60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37251 | PA      | $38336.02     | 0.01%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010693.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $48.78        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $704172.00    | 0.25%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932038.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4555.17      | 0.00%             | 2027-04-11      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.94        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $720.58       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1608413.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5675 | PA      | $5431.77      | 0.00%             | 2026-08-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992043515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.33        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL, Term Loan B                                                               | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1610480 | PA      | $1437353.32   | 0.50%             | 2026-02-12      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8917 | PA      | $8833.08      | 0.00%             | 2027-03-14      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270155.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41512 | PA      | $41132.38     | 0.01%             | 2026-12-17      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $119.86       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675611.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7321 | PA      | $7390.68      | 0.00%             | 2024-04-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672271.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6750 | PA      | $6476.80      | 0.00%             | 2024-12-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $220.31       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.80        | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893975.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9035 | PA      | $8943.97      | 0.00%             | 2026-10-21      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -752125 | PA      | $-752125.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473038.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $2965.60      | 0.00%             | 2027-01-20      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165639.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3046 | PA      | $2829.67      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $14.82        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787434.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3676 | PA      | $3640.12      | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.34       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1269.87      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $325.52       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186791.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1217.28      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739650.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7949 | PA      | $7640.32      | 0.00%             | 2027-03-22      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $107.27       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016897.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8607 | PA      | $4775.61      | 0.00%             | 2026-11-10      | Fixed         | 16.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782139.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19299 | PA      | $18994.44     | 0.01%             | 2027-03-14      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994801.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4324.29      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784794.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3667 | PA      | $3630.34      | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238082.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2604.03      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967251.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.25        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780672.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11673 | PA      | $11558.78     | 0.00%             | 2027-03-14      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929123.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5556 | PA      | $5464.08      | 0.00%             | 2027-04-11      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014990.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8422 | PA      | $8073.08      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1150.71      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991960077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.58        | 0.00%             | 2025-03-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -727500 | PA      | $-727500.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653109.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1269.61      | 0.00%             | 2027-02-18      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13405408.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18843 | PA      | $18545.96     | 0.01%             | 2027-03-30      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.89        | 0.00%             | 2024-03-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473316.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18878 | PA      | $124.89       | 0.00%             | 2027-01-21      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14556464.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27499 | PA      | $27288.74     | 0.01%             | 2025-07-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401383.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $410.43       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052390.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5374 | PA      | $5134.60      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931695.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $1948.63      | 0.00%             | 2027-04-11      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782171.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6428.19      | 0.00%             | 2027-03-14      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $36.59        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929932.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9476 | PA      | $9376.06      | 0.00%             | 2025-04-11      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13330852.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33086 | PA      | $32889.01     | 0.01%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248785.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $137.91       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Nine Point Energy Holdings, Inc.                                             | Nine Point Energy Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 549300P7VQ6Y0BZIKN47       | Long             | EC               | CORP              | US        |   2334763 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082953.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.83        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356070.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.61        | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780420.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10658 | PA      | $10556.84     | 0.00%             | 2027-03-14      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755903.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5774 | PA      | $5526.91      | 0.00%             | 2025-04-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993663.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4442 | PA      | $3837.04      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992510309.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $658.99       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980660.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $167.78       | 0.00%             | 2024-03-11      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932200.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $862.99       | 0.00%             | 2025-04-11      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255538.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1589.93      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13424293.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19071 | PA      | $19298.73     | 0.01%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786517.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14931 | PA      | $14680.12     | 0.01%             | 2027-03-14      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687862.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6195 | PA      | $5971.26      | 0.00%             | 2027-01-12      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2470766.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1144.99      | 0.00%             | 2027-01-20      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992491615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $916.14       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $948.14       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14518951.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8395 | PA      | $8489.95      | 0.00%             | 2025-06-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $14.42        | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064350.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1798.29      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239552.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8414 | PA      | $7887.39      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015741.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4742 | PA      | $4657.05      | 0.00%             | 2026-11-10      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $996.87       | 0.00%             | 2025-03-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783524.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9609 | PA      | $9479.28      | 0.00%             | 2027-03-14      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                                                   | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class CR                                           | CUSIP: 09630GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1876231.41   | 0.66%             | 2034-10-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104600.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $874.71       | 0.00%             | 2025-03-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1652735.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5769 | PA      | $5547.11      | 0.00%             | 2026-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992491464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $2324.73      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10684 | PA      | $10613.44     | 0.00%             | 2027-02-18      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149499.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9505 | PA      | $9096.72      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $131.91       | 0.00%             | 2024-04-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991866922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.37       | 0.00%             | 2024-02-25      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1596.11      | 0.00%             | 2025-04-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187644231.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16297 | PA      | $15937.82     | 0.01%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009819.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5047 | PA      | $4738.70      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157256378.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8822 | PA      | $8547.71      | 0.00%             | 2024-08-19      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $91.19        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927958.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14567 | PA      | $14427.28     | 0.01%             | 2027-04-11      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1097.19      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268969.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2398.23      | 0.00%             | 2024-12-17      | Fixed         | 7.20%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016021.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13440 | PA      | $13342.29     | 0.00%             | 2026-11-10      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480918.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $198.61       | 0.00%             | 2027-01-21      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251172.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $-0.02        | -0.00%            | 2027-09-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752052.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20456 | PA      | $19585.28     | 0.01%             | 2025-04-08      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13441350.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9176 | PA      | $9136.44      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782573.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6249 | PA      | $6181.00      | 0.00%             | 2025-03-14      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14545674.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9576 | PA      | $9463.11      | 0.00%             | 2027-08-03      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992057368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1268.33      | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992267819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $626.13       | 0.00%             | 2025-04-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755237.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10445 | PA      | $9889.39      | 0.00%             | 2027-04-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $108.18       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $892.24       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174486.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1830.49      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992506650.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $158.81       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13433077.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9307 | PA      | $9307.96      | 0.00%             | 2027-05-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991096.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $330.51       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163094.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3259 | PA      | $3009.47      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992565533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $313.09       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.14        | 0.00%             | 2025-04-02      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735664.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22277 | PA      | $21367.38     | 0.01%             | 2027-03-25      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474789.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21586 | PA      | $21402.17     | 0.01%             | 2027-01-20      | Fixed         | 13.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.95       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13016825.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23343 | PA      | $23157.78     | 0.01%             | 2027-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733657.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7950 | PA      | $7645.86      | 0.00%             | 2025-03-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292653.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1246.53      | 0.00%             | 2024-04-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13645065.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15902 | PA      | $16055.09     | 0.01%             | 2026-04-01      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375201.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $1061.25      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476427.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8391 | PA      | $8346.34      | 0.00%             | 2027-01-21      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.67       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6234996.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92547 | PA      | $86739.70     | 0.03%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295752.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2344 | PA      | $517.12       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221556.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $202.48       | 0.00%             | 2025-04-07      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $440.64       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931000.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1852.53      | 0.00%             | 2027-04-11      | Fixed         | 30.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262621.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6698 | PA      | $6660.04      | 0.00%             | 2026-12-16      | Fixed         | 27.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992610779.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $5.82         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $576.96       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2890 | PA      | $2962.80      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15018518.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11076 | PA      | $11177.34     | 0.00%             | 2026-07-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $6.32         | 0.00%             | 2024-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935930.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7886 | PA      | $7779.72      | 0.00%             | 2027-04-12      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187938826.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $578.35       | 0.00%             | 2027-04-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $6.55         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143380.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24468 | PA      | $22898.04     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017553.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $266.75       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720314.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20785 | PA      | $20673.29     | 0.01%             | 2028-09-16      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017846.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3279.58      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167777432.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6769 | PA      | $6477.90      | 0.00%             | 2025-03-04      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6123537.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47622 | PA      | $45354.70     | 0.02%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785977.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8916 | PA      | $8760.31      | 0.00%             | 2025-03-14      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931052.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $3064.50      | 0.00%             | 2025-04-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934109.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3948.67      | 0.00%             | 2025-04-12      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.43         | 0.00%             | 2028-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992329160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1785.83      | 0.00%             | 2025-04-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742503.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $932.48       | 0.00%             | 2025-03-25      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992391435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $19.52        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.41        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927978.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4575.04      | 0.00%             | 2027-04-11      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389328.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $666.13       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $42.75        | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479323.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $1350.18      | 0.00%             | 2027-01-21      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081380.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.38        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1710641.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18119 | PA      | $17330.35     | 0.01%             | 2027-02-28      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.68        | 0.00%             | 2024-04-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158999.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $930.00       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048371.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $2244.18      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933530.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $1973.42      | 0.00%             | 2027-04-12      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164644.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $234.69       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742691.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4730 | PA      | $4578.86      | 0.00%             | 2025-03-22      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707833.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9102 | PA      | $1126.31      | 0.00%             | 2027-02-15      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13644113.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45282 | PA      | $45836.69     | 0.02%             | 2027-05-15      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $277.57       | 0.00%             | 2025-04-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5288 | PA      | $5200.06      | 0.00%             | 2027-03-14      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788515.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1712 | PA      | $1688.34      | 0.00%             | 2025-03-14      | Fixed         | 13.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350513.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.54        | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480424.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10846 | PA      | $10751.78     | 0.00%             | 2025-01-21      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037192.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4815 | PA      | $4575.33      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744715.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28410 | PA      | $27133.89     | 0.01%             | 2027-04-07      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784041.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5206 | PA      | $5158.14      | 0.00%             | 2027-03-14      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089048.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $201.79       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1544.88      | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126546.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25036 | PA      | $23766.98     | 0.01%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394519.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $140.80       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270546.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3635 | PA      | $3599.28      | 0.00%             | 2024-12-17      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $95.05        | 0.00%             | 2025-04-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307961.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $318.40       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $52.12        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                            | Hillenbrand, Inc.                                                                               | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797488.00    | 0.28%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184956364.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13212 | PA      | $12388.98     | 0.00%             | 2027-01-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264591.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $62.79        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219377.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $777.72       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635849.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $4890.82      | 0.00%             | 2024-09-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13158258.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11553 | PA      | $11499.63     | 0.00%             | 2027-04-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6050907.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $2907.54      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $394.71       | 0.00%             | 2025-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074090.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2462 | PA      | $2532.84      | 0.00%             | 2027-03-11      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13151613.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18812 | PA      | $18868.79     | 0.01%             | 2027-04-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12779873.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26054 | PA      | $26384.74     | 0.01%             | 2026-04-03      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6066974.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1145.24      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $123.82       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5989913.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2537 | PA      | $2430.45      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788740.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7332 | PA      | $7259.07      | 0.00%             | 2025-03-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992250199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.95        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112480.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $512.94       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655334.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5193 | PA      | $5084.59      | 0.00%             | 2026-10-27      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786205.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11463 | PA      | $3356.96      | 0.00%             | 2027-03-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029319.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3190.92      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 142964458.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $3090.82      | 0.00%             | 2023-11-01      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992611173.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.85        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| News Corp.                                                                   | News Corp.                                                                                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1042602.00   | 0.37%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992563597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $304.00       | 0.00%             | 2025-04-19      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $976.13       | 0.00%             | 2027-04-11      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $205.72       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $832.72       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13657764.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30953 | PA      | $31248.83     | 0.01%             | 2027-05-13      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $43.55        | 0.00%             | 2025-04-15      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6043960.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25355 | PA      | $24109.17     | 0.01%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377634.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $490.97       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255882.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2077.46      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.92       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.24        | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992170.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22548 | PA      | $21593.99     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $209.26       | 0.00%             | 2024-03-10      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755480.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18686 | PA      | $0.00         | 0.00%             | 2025-04-11      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.89         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC        | Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC                           | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1066380.46   | 0.37%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186587.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $190.43       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054004.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2150.33      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753821.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3272 | PA      | $3125.11      | 0.00%             | 2025-04-07      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111255.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6226 | PA      | $1825.18      | 0.00%             | 2026-11-24      | Fixed         | 22.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471896.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2392.36      | 0.00%             | 2027-11-20      | Fixed         | 26.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934604.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24776 | PA      | $24365.26     | 0.01%             | 2027-04-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.61       | 0.00%             | 2024-04-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13608364.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17420 | PA      | $17640.08     | 0.01%             | 2025-05-18      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932535.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8806 | PA      | $8651.24      | 0.00%             | 2027-04-12      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $123.78       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $277.00       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674259.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9131 | PA      | $9118.76      | 0.00%             | 2027-04-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14439749.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18696 | PA      | $18703.33     | 0.01%             | 2027-07-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $1125.26      | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1256146 | PA      | $-1256145.60  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795661.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7941 | PA      | $8063.21      | 0.00%             | 2026-04-11      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095090.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $3.36         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4806 | PA      | $1302.68      | 0.00%             | 2029-11-20      | Fixed         | 22.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14177993.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13751 | PA      | $13970.83     | 0.00%             | 2027-06-21      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238974.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.07       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655259.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4564.09      | 0.00%             | 2027-02-18      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $168.76       | 0.00%             | 2025-04-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.07        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077968.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.04        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928828.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3964.05      | 0.00%             | 2027-04-11      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13649694.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13864 | PA      | $13951.85     | 0.00%             | 2027-05-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789411.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6652 | PA      | $6588.49      | 0.00%             | 2027-03-14      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561115.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $5198.22      | 0.00%             | 2024-10-08      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931962.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1241.30      | 0.00%             | 2027-04-11      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $165.15       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011745.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3554 | PA      | $3254.70      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $141.45       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1496.30      | 0.00%             | 2025-04-02      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369131.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4995 | PA      | $5188.63      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $2.81         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618251.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2124 | PA      | $539.55       | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782193.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28798 | PA      | $28525.87     | 0.01%             | 2027-03-14      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933972.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6222 | PA      | $6158.99      | 0.00%             | 2025-04-12      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| US Radiology Specialists, Inc. / US Outpatient Imaging Services, Inc.        | US Radiology Specialists, Inc. / US Outpatient Imaging Services, Inc., Term Loan                | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586895 | PA      | $531782.19    | 0.19%             | 2027-12-15      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $161.09       | 0.00%             | 2024-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6065828.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19834 | PA      | $18194.68     | 0.01%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.42         | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13302140.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10897 | PA      | $11073.28     | 0.00%             | 2027-05-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216314.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11944 | PA      | $11235.38     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1623869.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $3094.25      | 0.00%             | 2024-09-21      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.15       | 0.00%             | 2024-04-09      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11013908.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8558 | PA      | $790.25       | 0.00%             | 2026-12-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.96       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987883.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $332.25       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2229763.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $690.73       | 0.00%             | 2024-12-16      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10783446.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5554 | PA      | $5569.73      | 0.00%             | 2023-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10780937.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6640 | PA      | $6750.17      | 0.00%             | 2026-11-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.29        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11678946.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13939 | PA      | $14083.12     | 0.00%             | 2027-02-04      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788636.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5967 | PA      | $46.07        | 0.00%             | 2025-03-14      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2027-12-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688984.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13258 | PA      | $12784.71     | 0.00%             | 2025-01-13      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $935.65       | 0.00%             | 2025-04-13      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $760.60       | 0.00%             | 2024-04-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $12.66        | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992263444.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $413.33       | 0.00%             | 2025-04-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $192.79       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $494711.00    | 0.17%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752298.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8169 | PA      | $7829.94      | 0.00%             | 2025-04-11      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117671.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $569.50       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $7.73         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998026.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15160 | PA      | $14384.51     | 0.01%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT               | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66498 | PA      | $62154.41     | 0.02%             | 2045-04-17      | Variable      | 15.48%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198663.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.67        | 0.00%             | 2025-04-04      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478078.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5485 | PA      | $5448.50      | 0.00%             | 2029-01-21      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.13        | 0.00%             | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6223684.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2760 | PA      | $2568.55      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $581.02       | 0.00%             | 2025-04-20      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992150348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.31         | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790410.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2276.57      | 0.00%             | 2027-03-14      | Fixed         | 25.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929029.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15990 | PA      | $15834.36     | 0.01%             | 2027-04-11      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174157.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2226.74      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6059804.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7101 | PA      | $6701.31      | 0.00%             | 2024-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $531.73       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789619.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1472.39      | 0.00%             | 2027-03-14      | Fixed         | 30.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.71        | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318692.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1056.06      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153966.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $14.33        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2014-1A, Class BR2                                                        | CUSIP: 92915PAP0<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1189883.75   | 0.42%             | 2031-04-18      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781116.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8356 | PA      | $8258.68      | 0.00%             | 2027-08-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734077.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6661.88      | 0.00%             | 2027-03-23      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781773.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5118 | PA      | $5067.80      | 0.00%             | 2027-03-14      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784943.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9782 | PA      | $9623.98      | 0.00%             | 2027-03-14      | Fixed         | 17.86%                | No            |                  3 | On Loan: No      |
| Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                      | Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                                         | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $853086.67    | 0.30%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.32        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742878.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $5860.37      | 0.00%             | 2025-03-28      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362772.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $51.02        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743495.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1544.26      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308268.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $20.94        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788944.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45230 | PA      | $44630.67     | 0.02%             | 2027-03-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016502.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $871.80       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12880532.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12692 | PA      | $12891.92     | 0.00%             | 2026-04-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.28        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046727.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $872.76       | 0.00%             | 2024-03-18      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200337.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13204 | PA      | $12300.26     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005382.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $264.13       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215448.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $43.21        | 0.00%             | 2024-04-02      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $43.99        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $-1.15        | -0.00%            | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017795.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $4133.94      | 0.00%             | 2026-11-10      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471471.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6145 | PA      | $6061.17      | 0.00%             | 2027-01-20      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14286350.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15979 | PA      | $16042.03     | 0.01%             | 2025-05-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $113.27       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $113.06       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.45        | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12226459.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18339 | PA      | $4056.69      | 0.00%             | 2027-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1253.76      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678330.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $5815.49      | 0.00%             | 2024-12-14      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14531089.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17593 | PA      | $17843.70     | 0.01%             | 2026-06-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269061.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3822 | PA      | $3787.76      | 0.00%             | 2026-12-17      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742813.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8302.01      | 0.00%             | 2025-04-28      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933711.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $117.16       | 0.00%             | 2027-04-12      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929671.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42759 | PA      | $42315.55     | 0.01%             | 2027-04-11      | Fixed         | 15.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786225.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12396 | PA      | $12194.63     | 0.00%             | 2027-03-14      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $157.01       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2238848.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22912 | PA      | $726.02       | 0.00%             | 2026-12-16      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $671.20       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017831.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6460 | PA      | $3866.46      | 0.00%             | 2026-11-10      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780777.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2953.43      | 0.00%             | 2027-03-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093228.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $179.85       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021468.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $241.54       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $11.20        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018022.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42863 | PA      | $42203.68     | 0.01%             | 2026-11-10      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1762404.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8176 | PA      | $7861.29      | 0.00%             | 2025-04-19      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $159.90       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929319.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3485 | PA      | $3420.55      | 0.00%             | 2025-04-11      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783828.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7354 | PA      | $7286.40      | 0.00%             | 2027-03-14      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782339.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1413 | PA      | $1397.47      | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057874.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5292 | PA      | $4922.69      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC, First Lien Term Loan                                                              | CUSIP: 00488PAN5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    193207 | PA      | $184029.21    | 0.06%             | 2027-02-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743128.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23426 | PA      | $22638.34     | 0.01%             | 2027-04-06      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $-48.60       | -0.00%            | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745762.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2728 | PA      | $2587.03      | 0.00%             | 2027-04-11      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785794.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1949.77      | 0.00%             | 2025-03-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057235.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7235 | PA      | $6616.24      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263842.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13167 | PA      | $13091.93     | 0.00%             | 2026-12-17      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780423.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $100.76       | 0.00%             | 2025-03-14      | Fixed         | 28.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734947.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12217 | PA      | $11815.16     | 0.00%             | 2025-03-24      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471738.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6433 | PA      | $955.89       | 0.00%             | 2027-01-20      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037856.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $415.69       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12132131.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19023 | PA      | $19014.61     | 0.01%             | 2027-03-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656585.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4989 | PA      | $4958.96      | 0.00%             | 2027-02-18      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14408719.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27671 | PA      | $7927.60      | 0.00%             | 2027-06-16      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1647155.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20904 | PA      | $20564.08     | 0.01%             | 2026-10-29      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935039.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9563 | PA      | $9497.21      | 0.00%             | 2027-04-12      | Fixed         | 9.98%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992590467.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $124.12       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051566.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $2190.77      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                         | Highline Aftermarket Acquisition LLC, First Lien Term Loan                                      | CUSIP: 43110HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540152 | PA      | $496264.44    | 0.17%             | 2027-11-09      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $201.59       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186031262.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5730 | PA      | $5630.33      | 0.00%             | 2025-02-09      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480894.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10209 | PA      | $10124.27     | 0.00%             | 2027-01-21      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $213.11       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $32.26        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695712.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2171.83      | 0.00%             | 2027-01-14      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785285.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $8804.35      | 0.00%             | 2027-03-14      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030282.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $170.28       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780853.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4328 | PA      | $4101.27      | 0.00%             | 2027-03-14      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929993.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7059 | PA      | $6943.49      | 0.00%             | 2027-04-11      | Fixed         | 24.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655513.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11914 | PA      | $828.28       | 0.00%             | 2027-02-18      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2778828.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28322 | PA      | $28056.95     | 0.01%             | 2027-03-14      | Fixed         | 13.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992626918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $158.10       | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179588.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.65        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479880.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3492 | PA      | $3474.89      | 0.00%             | 2027-06-21      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300375.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $37.27        | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267802.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4555 | PA      | $38.87        | 0.00%             | 2026-12-17      | Fixed         | 26.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253613.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11011 | PA      | $10313.33     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086808.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $84.50        | 0.00%             | 2025-03-23      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722554.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1440.48      | 0.00%             | 2026-09-16      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651180.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13160 | PA      | $12588.28     | 0.00%             | 2024-11-01      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $212.57       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114467.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $18.85        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124765.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2760 | PA      | $2653.63      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13666596.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13799 | PA      | $13715.42     | 0.00%             | 2027-05-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992313879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $2139.11      | 0.00%             | 2025-04-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $843.80       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                              | 24 Hour Fitness Worldwide, Inc., Term Loan B                                                    | CUSIP: 938HUZII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1201710 | PA      | $100144.48    | 0.04%             | 2025-12-29      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.16         | 0.00%             | 2028-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783023.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6629 | PA      | $6538.58      | 0.00%             | 2027-03-14      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1796.40      | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782144.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2457.59      | 0.00%             | 2027-03-14      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 172186460.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8461 | PA      | $8248.77      | 0.00%             | 2023-11-20      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931109.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3699 | PA      | $-88.38       | -0.00%            | 2027-04-11      | Fixed         | 34.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997790.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $417.30       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781271.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6832 | PA      | $6740.33      | 0.00%             | 2027-03-14      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992629393.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $1.81         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $96.52        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992279155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $538.18       | 0.00%             | 2025-04-02      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992461866.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2444.80      | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111177.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6481 | PA      | $6468.71      | 0.00%             | 2026-11-24      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265725.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $201.05       | 0.00%             | 2026-12-16      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $441.74       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187951931.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27786 | PA      | $26790.60     | 0.01%             | 2027-04-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349340.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $394.99       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $994620.00    | 0.35%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030321.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.54        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10148097.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35538 | PA      | $36147.42     | 0.01%             | 2026-09-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6199868.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23944 | PA      | $22365.46     | 0.01%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992213000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.21        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Scripps Escrow, Inc.                                                         | Scripps Escrow, Inc.                                                                            | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $447040.00    | 0.16%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073583.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3969.00      | 0.00%             | 2025-03-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $49.06        | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 166637074.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $-75.14       | -0.00%            | 2023-02-13      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784886.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9806 | PA      | $9714.22      | 0.00%             | 2027-03-14      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $17.56        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| U.S. Renal Care, Inc.                                                        | U.S. Renal Care, Inc., Term Loan                                                                | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    445983 | PA      | $251701.52    | 0.09%             | 2026-06-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $0.84         | 0.00%             | 2027-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10482503.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6753 | PA      | $6809.58      | 0.00%             | 2026-10-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10599539.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38370 | PA      | $38872.13     | 0.01%             | 2026-11-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14329060.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24782 | PA      | $24805.27     | 0.01%             | 2027-07-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $151.86       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $154.27       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10567055.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41300 | PA      | $41873.71     | 0.01%             | 2026-11-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781613.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3096.00      | 0.00%             | 2027-03-14      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $111.02       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016209.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $2020.38      | 0.00%             | 2024-11-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1684060.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11134 | PA      | $10894.54     | 0.00%             | 2024-12-23      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891449.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13771 | PA      | $13589.27     | 0.00%             | 2026-10-21      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.02        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931693.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3976.14      | 0.00%             | 2027-04-11      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929673.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15475 | PA      | $9230.62      | 0.00%             | 2027-04-11      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.51        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481290.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1298.74      | 0.00%             | 2025-01-21      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933287.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $5340.54      | 0.00%             | 2027-04-12      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162598.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7687 | PA      | $7216.02      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $503.41       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $93.77        | 0.00%             | 2025-02-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045708.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3507.80      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930789.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18719 | PA      | $18486.58     | 0.01%             | 2027-09-11      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.16        | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.21        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6123108.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $8058.09      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784227.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3467 | PA      | $3431.91      | 0.00%             | 2027-03-14      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298300.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $170.69       | 0.00%             | 2024-04-15      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265007.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1035.77      | 0.00%             | 2024-12-16      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $190.20       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740124.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15924 | PA      | $15444.00     | 0.01%             | 2027-03-22      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785828.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5053 | PA      | $5003.49      | 0.00%             | 2027-03-14      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2778 | PA      | $7.53         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $361.85       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073948.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $633.81       | 0.00%             | 2024-03-21      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Harsco Corp.                                                                 | Harsco Corp.                                                                                    | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1107605.20   | 0.39%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216577.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4794 | PA      | $4479.90      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1155 | PA      | $1153.74      | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478466.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9187 | PA      | $9137.45      | 0.00%             | 2027-01-21      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13423683.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23655 | PA      | $23965.43     | 0.01%             | 2026-05-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $399.41       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781391.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8096 | PA      | $8019.58      | 0.00%             | 2027-03-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781890.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9974 | PA      | $9815.35      | 0.00%             | 2027-03-14      | Fixed         | 19.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5105 | PA      | $5060.20      | 0.00%             | 2027-01-21      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931158.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21574 | PA      | $21344.92     | 0.01%             | 2027-09-11      | Fixed         | 26.91%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733486.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11732 | PA      | $11372.05     | 0.00%             | 2025-03-22      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141606.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $135.91       | 0.00%             | 2025-03-23      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785033.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2718.77      | 0.00%             | 2027-03-14      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.52        | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301228.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.61        | 0.00%             | 2025-04-15      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933051.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $2881.71      | 0.00%             | 2027-04-12      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780183.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7338 | PA      | $7267.59      | 0.00%             | 2027-03-14      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615977.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19320 | PA      | $18608.32     | 0.01%             | 2026-08-17      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $314.19       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $193.87       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783471.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9142 | PA      | $8997.36      | 0.00%             | 2027-03-14      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998009.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1079.32      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361806.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.42        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250256.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8150 | PA      | $7635.19      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382498.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.73         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2263485.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1755.91      | 0.00%             | 2026-12-16      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220540.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8480 | PA      | $7973.82      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038195.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14679 | PA      | $14015.33     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269543.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10179 | PA      | $10109.02     | 0.00%             | 2026-12-17      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781228.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18323 | PA      | $5308.73      | 0.00%             | 2027-03-14      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $275.86       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934235.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8616 | PA      | $8527.43      | 0.00%             | 2025-04-12      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $-12.89       | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041969.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.09        | 0.00%             | 2025-02-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                                    | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     17998 | NS      | $336337.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785231.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8566 | PA      | $8476.62      | 0.00%             | 2027-08-14      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12934108.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $6889.94      | 0.00%             | 2024-04-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 147036408.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $104.67       | 0.00%             | 2033-01-10      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991942743.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $267.56       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931320.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2392.25      | 0.00%             | 2025-04-11      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933159.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16468 | PA      | $16227.45     | 0.01%             | 2025-04-12      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801468.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12270 | PA      | $12439.18     | 0.00%             | 2027-04-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266381.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1666.42      | 0.00%             | 2026-12-16      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782248.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2559.41      | 0.00%             | 2027-03-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991846514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.18        | 0.00%             | 2025-02-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $242649.00    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266258.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4811 | PA      | $4774.80      | 0.00%             | 2026-12-16      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473201.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13537 | PA      | $12869.27     | 0.00%             | 2027-01-20      | Fixed         | 31.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128507.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1444 | PA      | $195.76       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169106.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1873.82      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857105.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $9.39         | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.16        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992037045.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $567.69       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6192535.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21715 | PA      | $20135.19     | 0.01%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $177.44       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734161.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1261.89      | 0.00%             | 2025-03-30      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998381.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $589.08       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $9.93         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252049.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2083.71      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                     | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                                        | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $571973.00    | 0.20%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.49        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $212.86       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111879.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13001 | PA      | $12974.09     | 0.00%             | 2026-11-24      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| Five Point Operating Co. LP / Five Point Capital Corp.                       | Five Point Operating Co. LP / Five Point Capital Corp.                                          | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842201.03    | 0.30%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240272.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1250.88      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177492.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $148.85       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 172382442.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1879.19      | 0.00%             | 2023-11-27      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $4.78         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472042.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3406.01      | 0.00%             | 2027-01-20      | Fixed         | 29.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $130.02       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992545069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $162.19       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211912.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.85       | 0.00%             | 2024-03-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017063.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $60.07        | 0.00%             | 2026-11-10      | Fixed         | 30.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379117.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $891.94       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $212.98       | 0.00%             | 2024-04-10      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270652.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2390.25      | 0.00%             | 2026-12-17      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                                      | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             |  | CORP              | US        |        96 | NS      | $1209.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 165032843.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $474.51       | 0.00%             | 2033-01-21      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $612.89       | 0.00%             | 2024-03-23      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290059.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $262.20       | 0.00%             | 2027-04-13      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893967.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1605.20      | 0.00%             | 2026-10-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786520.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $865.27       | 0.00%             | 2025-03-14      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933743.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $954.03       | 0.00%             | 2027-09-12      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992554445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $870.12       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992052864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $271.18       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12543838.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25746 | PA      | $25895.59     | 0.01%             | 2027-02-18      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214585.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4587 | PA      | $4235.77      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892106.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4320.21      | 0.00%             | 2026-10-21      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.42         | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992593427.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $114.38       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799299.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14207 | PA      | $14407.77     | 0.01%             | 2026-02-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 165749950.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7230 | PA      | $6708.23      | 0.00%             | 2025-01-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2236916.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3520.82      | 0.00%             | 2026-12-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016823.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $80.14        | 0.00%             | 2026-11-10      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14698479.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35632 | PA      | $36241.56     | 0.01%             | 2026-07-24      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020392.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $297.56       | 0.00%             | 2024-03-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $239.20       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $12.93        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783509.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5526.76      | 0.00%             | 2027-03-14      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.37        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267025.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4869 | PA      | $342.47       | 0.00%             | 2026-12-17      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100022.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.66        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $183.26       | 0.00%             | 2025-03-09      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1191603.45   | 0.42%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171980340.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1602.94      | 0.00%             | 2023-11-30      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $599.90       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720668.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20005 | PA      | $19161.33     | 0.01%             | 2025-02-28      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2524 | PA      | $2699.73      | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137680.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $114.10       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $66.35        | 0.00%             | 2025-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025624.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1607.46      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648303.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6666 | PA      | $6445.71      | 0.00%             | 2024-10-26      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                   | FHLMC Pool, 15 Year                                                                             | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2813080 | PA      | $2584212.50   | 0.91%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2773530.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8189 | PA      | $8057.49      | 0.00%             | 2027-03-14      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085672.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $10.15        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080861.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $504.16       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2620309.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15898 | PA      | $15806.05     | 0.01%             | 2027-02-18      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801215.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23603 | PA      | $23678.32     | 0.01%             | 2027-04-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996857.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1674.25      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929355.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $2006.49      | 0.00%             | 2027-04-11      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781011.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9769 | PA      | $1445.29      | 0.00%             | 2027-03-14      | Fixed         | 29.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784561.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8609 | PA      | $8517.55      | 0.00%             | 2027-03-14      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $287.15       | 0.00%             | 2025-04-05      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476432.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $513.43       | 0.00%             | 2025-01-21      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974107.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $169.63       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754328.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8879 | PA      | $8583.36      | 0.00%             | 2027-04-07      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932299.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $950.74       | 0.00%             | 2025-04-11      | Fixed         | 9.07%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933997.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15312 | PA      | $15204.91     | 0.01%             | 2027-04-12      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016868.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1725.27      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $-2.94        | -0.00%            | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016805.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7878 | PA      | $7511.62      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $48.11        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248311.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.38         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016592.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3671.32      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunCoke Energy, Inc.                                                         | SunCoke Energy, Inc.                                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515812.50    | 0.18%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990989.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2303.49      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269592.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.88        | 0.00%             | 2025-04-04      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785880.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8103 | PA      | $7994.65      | 0.00%             | 2027-03-14      | Fixed         | 17.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472246.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $342.14       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238746.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $172.78       | 0.00%             | 2024-03-13      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $244.93       | 0.00%             | 2025-04-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958857.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.48        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657275.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3709 | PA      | $3673.69      | 0.00%             | 2027-02-18      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695043.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14899 | PA      | $14354.59     | 0.01%             | 2025-01-13      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2924609.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26115 | PA      | $25675.59     | 0.01%             | 2027-04-11      | Fixed         | 19.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $215.37       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933712.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15816 | PA      | $15821.43     | 0.01%             | 2027-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365672.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $213.08       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270802.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $853.17       | 0.00%             | 2026-12-17      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13429002.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15440 | PA      | $15667.12     | 0.01%             | 2026-05-10      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064823.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $835.71       | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13408703.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13129 | PA      | $13076.14     | 0.00%             | 2027-05-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $9.42         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751287.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2279.06      | 0.00%             | 2025-04-08      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191126.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2385 | PA      | $2237.95      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $22.45        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290539.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $583.28       | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14541253.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37352 | PA      | $37873.38     | 0.01%             | 2027-07-06      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.15        | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781494.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10259 | PA      | $10208.59     | 0.00%             | 2027-03-14      | Fixed         | 6.32%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1221.21      | 0.00%             | 2025-04-01      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1619001.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12041 | PA      | $11672.43     | 0.00%             | 2024-08-23      | Fixed         | 13.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480361.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13771 | PA      | $13664.57     | 0.00%             | 2027-06-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788205.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9489 | PA      | $9395.96      | 0.00%             | 2027-03-14      | Fixed         | 26.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199643.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.29        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274808.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $87.72        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $241.87       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784632.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6757 | PA      | $6694.96      | 0.00%             | 2027-03-14      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689002.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $5023.70      | 0.00%             | 2027-01-13      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2259052.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $5915.85      | 0.00%             | 2026-12-17      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14226277.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43736 | PA      | $43969.38     | 0.02%             | 2027-06-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108349.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.52         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017274.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1767.42      | 0.00%             | 2024-11-10      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110829.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13566 | PA      | $13500.82     | 0.00%             | 2026-11-24      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $30.78        | 0.00%             | 2024-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790033.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5734 | PA      | $5673.79      | 0.00%             | 2025-03-14      | Fixed         | 8.96%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1747212.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22663 | PA      | $22059.04     | 0.01%             | 2027-04-09      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4700.82      | 0.00%             | 2027-03-14      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $122.03       | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787970.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4959.12      | 0.00%             | 2027-03-14      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997441.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $518.95       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561236.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24879 | PA      | $25229.67     | 0.01%             | 2025-11-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264681.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3585 | PA      | $3564.83      | 0.00%             | 2026-12-16      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5436 | PA      | $5402.97      | 0.00%             | 2027-02-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992430585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.40        | 0.00%             | 2024-04-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167382438.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2845.96      | 0.00%             | 2023-08-31      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752540.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17961 | PA      | $17388.50     | 0.01%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991874632.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.63        | 0.00%             | 2024-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153821.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13394 | PA      | $12671.75     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 15 Year                                                                                   | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904371 | PA      | $807750.57    | 0.28%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111418.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13794 | PA      | $13773.66     | 0.00%             | 2026-11-24      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992327747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $197.36       | 0.00%             | 2025-04-17      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784742.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $254.45       | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782622.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3053.18      | 0.00%             | 2027-08-14      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784134.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1742.87      | 0.00%             | 2025-03-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268221.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $158.97       | 0.00%             | 2026-12-17      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $6.03         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995390.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1256.53      | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305270.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $189.40       | 0.00%             | 2024-04-15      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $-3.95        | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991848028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.96       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $275.80       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $624.42       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017782.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2457.76      | 0.00%             | 2025-09-10      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126056.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2797.33      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2271105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28375 | PA      | $28168.62     | 0.01%             | 2026-12-17      | Fixed         | 9.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932833.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8770 | PA      | $8624.11      | 0.00%             | 2027-04-12      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169985.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $68.03        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992551472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $744.43       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995051.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1384.25      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497346.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.39        | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $86.22        | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048455.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $1916.55      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.78         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784504.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4035 | PA      | $3994.72      | 0.00%             | 2027-03-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785530.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4606.20      | 0.00%             | 2025-08-14      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6046836.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13269 | PA      | $9385.12      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jazz Pharmaceuticals plc                                                     | Jazz Pharmaceuticals plc, Term Loan                                                             | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    634447 | PA      | $629837.77    | 0.22%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657363.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5337 | PA      | $5304.12      | 0.00%             | 2027-02-18      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932660.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20870 | PA      | $20588.47     | 0.01%             | 2027-04-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261401.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $6801.89      | 0.00%             | 2024-12-16      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783693.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5676 | PA      | $5621.92      | 0.00%             | 2027-03-14      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239689.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1511.49      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992559324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $336.40       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037244.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4889 | PA      | $4103.82      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13060301.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16609 | PA      | $16809.76     | 0.01%             | 2025-04-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $164.54       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145586016.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $3670.11      | 0.00%             | 2023-12-31      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $21.11        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701273.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17329 | PA      | $16698.91     | 0.01%             | 2027-01-13      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $6.22         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785055.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $310.15       | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151481393.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2089.58      | 0.00%             | 2024-05-24      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11737338.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26177 | PA      | $26508.01     | 0.01%             | 2026-12-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12799632.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23979 | PA      | $24161.20     | 0.01%             | 2026-04-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13016033.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46929 | PA      | $47150.58     | 0.02%             | 2027-04-23      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $4.19         | 0.00%             | 2024-04-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721851.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $347.93       | 0.00%             | 2024-09-16      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $265.01       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $1235.87      | 0.00%             | 2025-03-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991626.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1739 | PA      | $1792.10      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $178.53       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11762185.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13269 | PA      | $13235.77     | 0.00%             | 2027-02-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12231617.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19010 | PA      | $19240.44     | 0.01%             | 2026-01-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742682.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11214 | PA      | $10745.23     | 0.00%             | 2027-03-22      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062778.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $932.71       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372335.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21754 | PA      | $22092.56     | 0.01%             | 2026-06-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DFH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $204.00       | 0.00%             | 2030-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $5.22         | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310073.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.51        | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112337.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8534 | PA      | $8510.79      | 0.00%             | 2026-11-24      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935322.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1617.28      | 0.00%             | 2027-04-12      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112522.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $1048.91      | 0.00%             | 2026-11-24      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654274.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14842 | PA      | $14745.48     | 0.01%             | 2027-02-18      | Fixed         | 29.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003085.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61846 | PA      | $59323.38     | 0.02%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784328.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38197 | PA      | $37824.20     | 0.01%             | 2027-03-14      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $3804.54      | 0.00%             | 2027-03-14      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246111.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.11         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017102.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1769.07      | 0.00%             | 2026-11-10      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013275.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8361 | PA      | $7740.72      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255555.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $3710.59      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $181.46       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053151.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $226.80       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017940.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2490.70      | 0.00%             | 2026-11-10      | Fixed         | 29.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179087.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7291 | PA      | $7388.93      | 0.00%             | 2024-06-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.31        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $227.92       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135920.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10472 | PA      | $9911.15      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356048.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1133.50      | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367030.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $260.66       | 0.00%             | 2025-04-04      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785554.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11877 | PA      | $11687.78     | 0.00%             | 2027-03-14      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781715.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5418 | PA      | $5367.31      | 0.00%             | 2027-03-14      | Fixed         | 32.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992263600.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $437.64       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $194.85       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478138.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17623 | PA      | $17530.57     | 0.01%             | 2027-01-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.22        | 0.00%             | 2024-03-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653312.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $148.41       | 0.00%             | 2027-02-18      | Fixed         | 27.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992521893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $339.14       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221459.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $432.02       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785511.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2498.92      | 0.00%             | 2027-08-14      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238891.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.64        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6021107.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2705 | PA      | $2587.99      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2768222.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22399 | PA      | $22108.68     | 0.01%             | 2027-08-14      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788746.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9455 | PA      | $9366.01      | 0.00%             | 2027-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                                          | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328170.52    | 0.12%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780847.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4136 | PA      | $4095.63      | 0.00%             | 2027-03-14      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| GNC Holdings LLC                                                             | GNC Holdings LLC, Second Lien Term Loan                                                         | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107323 | PA      | $99676.33     | 0.03%             | 2026-10-07      | Variable      | 10.35%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.57        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $98.96        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $75.39        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657778.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4276 | PA      | $4059.80      | 0.00%             | 2027-02-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086114.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239443.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1061.14      | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779895.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12494 | PA      | $12376.62     | 0.00%             | 2027-03-14      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.73        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689014.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13711 | PA      | $13430.28     | 0.00%             | 2027-01-26      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $481.27       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.71        | 0.00%             | 2024-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079405.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.92        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Champ Acquisition Corp.                                                      | Champ Acquisition Corp., First Lien Term Loan                                                   | CUSIP: 15807EAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    425259 | PA      | $422069.24    | 0.15%             | 2025-12-19      | Variable      | 10.23%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $155.39       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785103.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $384.93       | 0.00%             | 2027-03-14      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $236.54       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $158.71       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783321.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $777.26       | 0.00%             | 2025-03-14      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693777.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $3285.18      | 0.00%             | 2027-01-12      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227352.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $2951.99      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997335.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7714 | PA      | $7332.32      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076138.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $137.35       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139915.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $601.76       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785941.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17113 | PA      | $526.96       | 0.00%             | 2027-03-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186590.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7068 | PA      | $6558.68      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992276560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $263.58       | 0.00%             | 2025-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044025.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $15.85        | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744538.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18859 | PA      | $18266.26     | 0.01%             | 2027-04-07      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780605.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $918.24       | 0.00%             | 2027-03-14      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.02        | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786094.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2971.19      | 0.00%             | 2025-03-14      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993144.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1646.70      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14227350.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16682 | PA      | $16682.93     | 0.01%             | 2025-06-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992504556.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $286.39       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781778.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $-145.62      | -0.00%            | 2027-08-14      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971173.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $356.88       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480666.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17214 | PA      | $17068.95     | 0.01%             | 2027-01-21      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785133.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18412 | PA      | $18242.59     | 0.01%             | 2027-03-14      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $669.99       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $140.29       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -940000 | PA      | $-940000.00   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364268.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $127.50       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020247.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $3880.07      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786034.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5260 | PA      | $378.52       | 0.00%             | 2027-03-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187585267.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8294 | PA      | $8077.41      | 0.00%             | 2027-04-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790293.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2486.73      | 0.00%             | 2027-03-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782441.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20711 | PA      | $20491.76     | 0.01%             | 2028-01-14      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.36        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11029798.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17005 | PA      | $17223.02     | 0.01%             | 2026-10-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475753.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $3894.19      | 0.00%             | 2027-01-20      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742655.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5588 | PA      | $5373.24      | 0.00%             | 2025-03-22      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14550089.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18869 | PA      | $18803.81     | 0.01%             | 2027-07-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264546.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2664.20      | 0.00%             | 2026-12-16      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004441.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7003 | PA      | $6707.12      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.52        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| H&E Equipment Services, Inc.                                                 | H&E Equipment Services, Inc.                                                                    | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1024254.00   | 0.36%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013217.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3149 | PA      | $2988.92      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13139319.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22251 | PA      | $22612.01     | 0.01%             | 2027-04-30      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.99        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786542.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21441 | PA      | $1519.13      | 0.00%             | 2027-08-14      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788599.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $0.13         | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789502.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33917 | PA      | $33579.52     | 0.01%             | 2027-03-14      | Fixed         | 18.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014878.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1829.19      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $840.64       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783174.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1969.10      | 0.00%             | 2025-03-14      | Fixed         | 18.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $126.70       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.21        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $495.95       | 0.00%             | 2024-04-14      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788222.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11162 | PA      | $11048.87     | 0.00%             | 2027-03-14      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655361.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $5668.31      | 0.00%             | 2027-02-18      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11040038.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17954 | PA      | $17907.89     | 0.01%             | 2024-12-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654483.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7126 | PA      | $519.17       | 0.00%             | 2027-02-18      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932608.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4639 | PA      | $4564.47      | 0.00%             | 2027-04-12      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720797.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2032.89      | 0.00%             | 2025-02-16      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480801.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $334.72       | 0.00%             | 2027-06-21      | Fixed         | 30.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992491125.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $143.78       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786390.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7454 | PA      | $7377.01      | 0.00%             | 2025-03-14      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045038.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $5674.37      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13652171.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9333 | PA      | $9345.84      | 0.00%             | 2027-06-26      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193772.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10821 | PA      | $10012.35     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733513.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10466 | PA      | $10134.33     | 0.00%             | 2027-03-22      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $484.85       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480344.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6388 | PA      | $1777.49      | 0.00%             | 2025-01-21      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $345.77       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714348.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1763.22      | 0.00%             | 2025-02-14      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $527.65       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051709.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $960.86       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721436.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21468 | PA      | $21198.53     | 0.01%             | 2026-09-16      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018236.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $1023.29      | 0.00%             | 2026-11-10      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2461602.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42169 | PA      | $41874.48     | 0.01%             | 2027-01-21      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893435.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $1999.51      | 0.00%             | 2024-10-21      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150797540.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3286.58      | 0.00%             | 2024-06-29      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $96.57        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236492.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2132.83      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388520.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $138.40       | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064834.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $2757.86      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781273.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6048 | PA      | $5940.42      | 0.00%             | 2025-03-14      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992528734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.23        | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.83        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $238.75       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164825.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $2787.00      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236672.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8898 | PA      | $8269.24      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012848.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8015 | PA      | $7282.74      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927882.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4356.01      | 0.00%             | 2029-04-11      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785429.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $3900.98      | 0.00%             | 2027-03-14      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656088.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $4219.80      | 0.00%             | 2027-02-18      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992462479.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.66        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6142950.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2337.34      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $188.03       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147858.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.44        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992122.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3917 | PA      | $3711.83      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210921.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2452.23      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017818.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2840 | PA      | $2720.13      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6175370.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44380 | PA      | $41656.52     | 0.01%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930145.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10626 | PA      | $10452.01     | 0.00%             | 2027-04-11      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $797.22       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1347.65      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $56.70        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785788.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34405 | PA      | $34033.69     | 0.01%             | 2025-03-14      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1732.04      | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                              | LaserShip, Inc., First Lien Term Loan                                                           | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461988 | PA      | $334747.49    | 0.12%             | 2028-05-07      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788274.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4776.02      | 0.00%             | 2027-03-14      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265850.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5375 | PA      | $5337.51      | 0.00%             | 2026-12-16      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265163.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $5173.52      | 0.00%             | 2026-12-16      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13560469.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27721 | PA      | $28003.01     | 0.01%             | 2025-04-07      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.13       | 0.00%             | 2024-04-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168454364.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10273 | PA      | $0.00         | 0.00%             | 2032-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781429.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3813.38      | 0.00%             | 2025-03-14      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786004.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10546 | PA      | $10444.33     | 0.00%             | 2027-03-14      | Fixed         | 28.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9962 | PA      | $9810.12      | 0.00%             | 2026-11-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $150.91       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674069.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9871 | PA      | $9834.38      | 0.00%             | 2025-02-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655119.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10716 | PA      | $10077.95     | 0.00%             | 2027-02-18      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012412.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $137.80       | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1113.22      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17097 | PA      | $16868.12     | 0.01%             | 2027-03-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025058.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $2876.13      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934998.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21985 | PA      | $21688.63     | 0.01%             | 2027-04-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $124.43       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $6.10         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929572.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $281.16       | 0.00%             | 2027-04-11      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.33        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054944.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54371 | PA      | $49675.41     | 0.02%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934848.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5418 | PA      | $2682.11      | 0.00%             | 2027-04-12      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112445.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2503.41      | 0.00%             | 2026-11-24      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Hunter Holdco 3 Ltd.                                                         | Hunter Holdco 3 Ltd., First Lien Term Loan                                                      | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    809670 | PA      | $796512.64    | 0.28%             | 2028-08-19      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $366.14       | 0.00%             | 2025-04-02      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786087.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $3331.49      | 0.00%             | 2027-03-14      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153166.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8715 | PA      | $8317.07      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden 42 Senior Loan Fund                                                   | Dryden 42 Senior Loan Fund, Series 2016-42A, Class DR                                           | CUSIP: 26244YAS5<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $868922.79    | 0.30%             | 2030-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016118.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1378.59      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054396.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6823 | PA      | $6393.40      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.01        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.64       | 0.00%             | 2025-03-30      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $212.61       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12934120.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7988 | PA      | $8074.86      | 0.00%             | 2025-04-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751065.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $6719.93      | 0.00%             | 2025-04-07      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.66         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929869.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5769 | PA      | $5705.51      | 0.00%             | 2027-04-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004476.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1018.76      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9619 | PA      | $9463.94      | 0.00%             | 2027-03-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689398.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $4262.64      | 0.00%             | 2025-01-14      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.67        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.73        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $134.02       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243411.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3667.69      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $102.89       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.82         | 0.00%             | 2028-01-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092848.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $3398.76      | 0.00%             | 2025-03-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054373.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $2161.49      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068733.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $516.56       | 0.00%             | 2025-03-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.36        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785473.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9134 | PA      | $9043.00      | 0.00%             | 2027-03-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032073.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $-5.21        | -0.00%            | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084875.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $-21.44       | -0.00%            | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $410.64       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $63.46        | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479062.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1442.84      | 0.00%             | 2025-01-21      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297340.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $924.14       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12180264.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11437 | PA      | $11609.20     | 0.00%             | 2026-01-26      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $21.04        | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12775377.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29293 | PA      | $29234.15     | 0.01%             | 2026-04-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247853.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $421.32       | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929607.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $494.17       | 0.00%             | 2027-04-11      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14267906.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14471 | PA      | $14714.87     | 0.01%             | 2027-06-24      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268079.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3482.20      | 0.00%             | 2026-12-17      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                                    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $733933.43    | 0.26%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137878.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $117.78       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.27        | 0.00%             | 2024-03-22      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655423.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7386 | PA      | $7338.99      | 0.00%             | 2027-02-18      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14385385.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29397 | PA      | $29605.37     | 0.01%             | 2027-06-28      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11716631.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40435 | PA      | $20556.27     | 0.01%             | 2027-02-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735847.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9236 | PA      | $8820.34      | 0.00%             | 2027-04-01      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1610345.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1222.32      | 0.00%             | 2024-08-24      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789283.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18176 | PA      | $18001.29     | 0.01%             | 2027-03-14      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13155804.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23619 | PA      | $23699.67     | 0.01%             | 2027-04-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430284.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11011 | PA      | $10880.96     | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991869014.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.65        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992548593.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.93        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10575217.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45386 | PA      | $5012.74      | 0.00%             | 2026-09-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $616.97       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784521.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $13.76        | 0.00%             | 2027-03-14      | Fixed         | 24.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $585.76       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13155858.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19315 | PA      | $19561.70     | 0.01%             | 2027-03-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992436051.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $370.75       | 0.00%             | 2024-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223722.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.31         | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992470838.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.46        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Endo Luxembourg Finance Co. I SARL / Endo US, Inc.                           | Endo Luxembourg Finance Co. I SARL / Endo US, Inc.                                              | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $380236.79    | 0.13%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783650.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $3003.64      | 0.00%             | 2027-03-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309419.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $195.05       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745267.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14761 | PA      | $7855.74      | 0.00%             | 2025-04-08      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779717.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1454.96      | 0.00%             | 2027-03-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131942.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $832.16       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015972.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11781 | PA      | $11308.46     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785241.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $14022.87     | 0.00%             | 2027-03-14      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039343.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $676.30       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475578.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $128.62       | 0.00%             | 2025-01-20      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480521.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $132.63       | 0.00%             | 2027-01-21      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014484.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3027.52      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.21         | 0.00%             | 2028-01-18      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.72         | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991848979.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.39        | 0.00%             | 2025-02-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246985.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $95.21        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932289.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $2199.42      | 0.00%             | 2027-04-11      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308875.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.65        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $224.08       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $867.24       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $-67.67       | -0.00%            | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $230.45       | 0.00%             | 2025-03-21      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934062.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9534 | PA      | $9406.11      | 0.00%             | 2027-04-12      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7229 | PA      | $7166.35      | 0.00%             | 2025-01-21      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992040681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.85       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.49        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $281.84       | 0.00%             | 2025-04-04      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992463106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $6.03         | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $601.34       | 0.00%             | 2027-03-12      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992327973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $493.59       | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146851.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1422.07      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786834.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4666 | PA      | $4419.90      | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.26         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                  | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     47000 | PA      | $48117.38     | 0.02%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733837.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1565.46      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893982.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3673 | PA      | $3664.69      | 0.00%             | 2026-10-21      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.61         | 0.00%             | 2028-01-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-08-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654303.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8709 | PA      | $8268.81      | 0.00%             | 2026-11-19      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475345.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4572 | PA      | $4303.56      | 0.00%             | 2027-01-20      | Fixed         | 24.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082794.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $1436.50      | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pluto Acquisition I, Inc.                                                    | Pluto Acquisition I, Inc., First Lien Term Loan                                                 | CUSIP: 72941DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545998 | PA      | $371278.61    | 0.13%             | 2026-06-22      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $331.23       | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.68        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367573.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.21         | 0.00%             | 2027-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992465290.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       265 | PA      | $274.79       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734284.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1713.56      | 0.00%             | 2027-03-23      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094081.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.68        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.24        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928645.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603 | PA      | $2559.87      | 0.00%             | 2027-04-11      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6151394.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8764 | PA      | $8260.01      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151782625.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5335 | PA      | $5255.19      | 0.00%             | 2024-07-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085899.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $163.98       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010776.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.21       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475352.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15768 | PA      | $15634.62     | 0.01%             | 2027-01-20      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392491.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $294.63       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110891.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $468.42       | 0.00%             | 2024-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471993.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $6900.47      | 0.00%             | 2029-01-20      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656456.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1554.14      | 0.00%             | 2027-07-18      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4663.99      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2767489.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8856 | PA      | $8773.51      | 0.00%             | 2027-03-14      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12840855.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16250 | PA      | $16314.86     | 0.01%             | 2026-04-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139152.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $94.04        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $107.59       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.66        | 0.00%             | 2025-04-03      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988715.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.22        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741003.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7043 | PA      | $6832.06      | 0.00%             | 2027-03-23      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722580.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2879.03      | 0.00%             | 2027-02-16      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270132.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1298.58      | 0.00%             | 2026-12-17      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786330.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17853 | PA      | $17683.39     | 0.01%             | 2027-03-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262129.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6398.82      | 0.00%             | 2026-12-16      | Fixed         | 31.54%                | No            |                  3 | On Loan: No      |
| Alloy Finco Ltd.                                                             | Alloy Finco Ltd., Term Loan B                                                                   | CUSIP: G0300CAC7<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   1029133 | PA      | $895346.02    | 0.31%             | 2025-03-06      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                           | Radiate Holdco LLC, Term Loan                                                                   | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1766505 | PA      | $1443111.19   | 0.51%             | 2026-09-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $160.14       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017093.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $824.46       | 0.00%             | 2024-11-10      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322764.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.30        | 0.00%             | 2027-04-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033294.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $539.54       | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172294.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $337.56       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448723.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.35        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $1032.89      | 0.00%             | 2025-04-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349101.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $105.83       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $125.44       | 0.00%             | 2025-04-17      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $62.49        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $171.62       | 0.00%             | 2024-04-01      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                        | RealTruck Group, Inc., Term Loan                                                                | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    802230 | PA      | $691421.70    | 0.24%             | 2028-01-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266287.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1185.16      | 0.00%             | 2024-12-16      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991876422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.73         | 0.00%             | 2024-02-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780006.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $6048.55      | 0.00%             | 2025-03-14      | Fixed         | 27.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992610558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.96        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.84        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1934.58      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.13         | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263571.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $560.69       | 0.00%             | 2026-12-16      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $15.09        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481582.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33331 | PA      | $33149.45     | 0.01%             | 2027-01-21      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084102.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $219.19       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781204.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4742 | PA      | $1379.79      | 0.00%             | 2027-08-14      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741633.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6326 | PA      | $6086.80      | 0.00%             | 2025-03-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.34        | 0.00%             | 2024-03-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783148.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4773 | PA      | $4732.98      | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789493.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13058 | PA      | $1931.03      | 0.00%             | 2027-03-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $350.09       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $35.64        | 0.00%             | 2025-03-09      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $310.75       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1895968.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8920 | PA      | $2628.32      | 0.00%             | 2026-10-21      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059917.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $2013.47      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788586.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $2224.31      | 0.00%             | 2027-03-14      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014217.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4595 | PA      | $4358.94      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1614493.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1480.13      | 0.00%             | 2024-08-26      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 147405696.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16136 | PA      | $0.00         | 0.00%             | 2024-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750876.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31309 | PA      | $30323.93     | 0.01%             | 2027-04-07      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928704.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7675 | PA      | $7571.33      | 0.00%             | 2025-04-11      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $409.68       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928539.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9256 | PA      | $9151.42      | 0.00%             | 2027-04-11      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187080092.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21814 | PA      | $21302.10     | 0.01%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446873.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.53        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $594.80       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474971.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $296.95       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929019.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3211.89      | 0.00%             | 2027-04-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933887.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $2315.78      | 0.00%             | 2027-04-12      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $1.06         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744730.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8187 | PA      | $7747.52      | 0.00%             | 2027-04-10      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247549.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $371.03       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $1015.35      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753818.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13470 | PA      | $13047.33     | 0.00%             | 2027-04-07      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786197.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5616.35      | 0.00%             | 2027-03-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.93        | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2260554.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5744.02      | 0.00%             | 2026-12-16      | Fixed         | 13.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219226.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9284 | PA      | $8704.54      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $4629.22      | 0.00%             | 2025-03-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $1055.76      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992495769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $47.46        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $114.97       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782031.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13526 | PA      | $13345.82     | 0.00%             | 2027-03-14      | Fixed         | 17.07%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                    | First Student Bidco, Inc., Term Loan B                                                          | CUSIP: 33718FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    374026 | PA      | $356259.74    | 0.12%             | 2028-07-21      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147433.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $964.74       | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.78        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2776819.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $792.87       | 0.00%             | 2027-03-14      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.67        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $323.50       | 0.00%             | 2024-03-31      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $308.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                              | 24 Hour Fitness Worldwide, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     59089 | NS      | $886.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $84.84        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13048169.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12470 | PA      | $12633.13     | 0.00%             | 2026-04-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744674.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5569 | PA      | $816.54       | 0.00%             | 2025-04-23      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664817.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1338.46      | 0.00%             | 2024-11-08      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929228.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11189 | PA      | $11064.17     | 0.00%             | 2027-04-11      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474019.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $3563.92      | 0.00%             | 2025-01-20      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675641.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4854.84      | 0.00%             | 2024-03-31      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780197.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13320 | PA      | $13192.27     | 0.00%             | 2027-03-14      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779357.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $963.84       | 0.00%             | 2025-03-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $58.14        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189734.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6191 | PA      | $5758.84      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895099.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $4089.07      | 0.00%             | 2026-10-21      | Fixed         | 24.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $259.36       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Hub International Ltd.                                                       | Hub International Ltd., Term Loan                                                               | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    258621 | PA      | $256250.43    | 0.09%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112100.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5571 | PA      | $5549.63      | 0.00%             | 2024-11-24      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14271382.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13308 | PA      | $13246.65     | 0.00%             | 2025-05-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227992.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.79        | 0.00%             | 2025-03-15      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992594793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $169.11       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287467.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $371.78       | 0.00%             | 2024-04-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785594.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3350.07      | 0.00%             | 2027-03-14      | Fixed         | 13.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927971.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2289.53      | 0.00%             | 2025-04-11      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $325.59       | 0.00%             | 2024-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $-4.17        | -0.00%            | 2024-03-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11816519.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $4231.88      | 0.00%             | 2023-12-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6161334.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2740.73      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 166192973.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5471 | PA      | $5262.81      | 0.00%             | 2025-02-06      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198852.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.59         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935055.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9822 | PA      | $1452.84      | 0.00%             | 2025-04-12      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782011.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5485 | PA      | $5430.39      | 0.00%             | 2027-03-14      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992605804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.14        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $100.80       | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478988.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22752 | PA      | $22647.38     | 0.01%             | 2027-01-21      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.83        | 0.00%             | 2025-04-15      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $48.34        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084270.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $27.60        | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157605.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.27        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $234.30       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Eco Material Technologies, Inc.                                              | Eco Material Technologies, Inc.                                                                 | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478279.07    | 0.17%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $724.55       | 0.00%             | 2024-04-13      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992014247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.06       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790430.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18141 | PA      | $17901.60     | 0.01%             | 2027-03-14      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                   | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054955.00   | 0.37%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10201276.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $3180.00      | 0.00%             | 2023-08-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12732901.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25815 | PA      | $2768.57      | 0.00%             | 2027-03-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930487.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17437 | PA      | $1257.27      | 0.00%             | 2027-04-11      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262513.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $6179.39      | 0.00%             | 2026-12-17      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721236.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9507 | PA      | $9435.53      | 0.00%             | 2026-09-16      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $102.36       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6152941.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $996.06       | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $123.99       | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.63        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $4.51         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 143142201.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $5646.01      | 0.00%             | 2023-11-09      | Fixed         | 10.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992574303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $86.44        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784966.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $639.49       | 0.00%             | 2025-03-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $407.49       | 0.00%             | 2025-05-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10776520.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21450 | PA      | $21527.74     | 0.01%             | 2026-11-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $-2.19        | -0.00%            | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992548955.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2399 | PA      | $2375.83      | 0.00%             | 2027-03-14      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $3764.59      | 0.00%             | 2025-04-03      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992271242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $666.10       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013358.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9196 | PA      | $8701.14      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $4982.85      | 0.00%             | 2024-12-17      | Fixed         | 28.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226849.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $619.43       | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978184.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $191.11       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478459.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $2664.20      | 0.00%             | 2025-01-21      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2470981.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33469 | PA      | $33096.14     | 0.01%             | 2027-01-20      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185547681.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8603 | PA      | $8401.34      | 0.00%             | 2027-01-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12244619.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42660 | PA      | $43288.52     | 0.02%             | 2026-03-09      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $0.26         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10607213.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12901 | PA      | $13078.40     | 0.00%             | 2026-10-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997689.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $620.27       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672946.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17283 | PA      | $16673.58     | 0.01%             | 2024-12-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385650.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.09        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783945.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9031 | PA      | $8949.05      | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788591.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15109 | PA      | $15249.02     | 0.01%             | 2028-01-14      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187584837.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16195 | PA      | $2981.47      | 0.00%             | 2027-03-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $598.03       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.75         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790266.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $737.19       | 0.00%             | 2027-03-14      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278843.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $208.11       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $119.73       | 0.00%             | 2024-04-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016043.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14549 | PA      | $13918.31     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992631091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.81        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $290.58       | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954721.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $1.85         | 0.00%             | 2025-03-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267445.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10600 | PA      | $10541.52     | 0.00%             | 2026-12-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12803304.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25915 | PA      | $26189.63     | 0.01%             | 2026-03-31      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788344.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6877 | PA      | $965.77       | 0.00%             | 2025-03-14      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992549029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.23        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185262402.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2772.69      | 0.00%             | 2025-01-23      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Brown Group Holdings LLC                                                     | Brown Group Holdings LLC, Term Loan B2                                                          | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164062 | PA      | $163793.44    | 0.06%             | 2029-07-02      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.15        | 0.00%             | 2025-03-31      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12932776.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11463 | PA      | $11508.77     | 0.00%             | 2027-03-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006079.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $4122.68      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475307.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1950.30      | 0.00%             | 2027-01-21      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187826108.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18290 | PA      | $16977.24     | 0.01%             | 2027-04-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383133.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $-4.69        | -0.00%            | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267215.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $8664.71      | 0.00%             | 2026-12-16      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255484.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6904 | PA      | $6445.77      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., Term Loan B-1                                                    | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    466840 | PA      | $446196.34    | 0.16%             | 2026-04-06      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992510143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $147.92       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sovos Compliance LLC                                                         | Sovos Compliance LLC, First Lien Term Loan                                                      | CUSIP: 84611YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628848 | PA      | $580898.44    | 0.20%             | 2028-08-11      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048225.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9609 | PA      | $8533.34      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015163.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4615 | PA      | $4138.76      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932562.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2141.75      | 0.00%             | 2027-04-12      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785253.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4881 | PA      | $-177.11      | -0.00%            | 2027-08-14      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                  | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $673465.25    | 0.24%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022324.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22668 | PA      | $18124.84     | 0.01%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $303.04       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780531.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44066 | PA      | $43639.06     | 0.02%             | 2027-03-14      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184877151.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $3556.75      | 0.00%             | 2025-01-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1626488.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4290.32      | 0.00%             | 2024-09-24      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13423039.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36406 | PA      | $36869.00     | 0.01%             | 2027-05-14      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788462.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9025 | PA      | $8877.41      | 0.00%             | 2027-03-14      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992498799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $46.80        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780235.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14343 | PA      | $14199.08     | 0.00%             | 2029-03-14      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $209.35       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782909.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4026 | PA      | $3986.38      | 0.00%             | 2027-03-14      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781842.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $6650.80      | 0.00%             | 2027-03-14      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2482047.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13244 | PA      | $13169.97     | 0.00%             | 2027-01-21      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.88       | 0.00%             | 2025-03-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782215.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1289.47      | 0.00%             | 2027-03-14      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304577.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $170.21       | 0.00%             | 2024-04-16      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $267.94       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979583.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2907671.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18649 | PA      | $18435.65     | 0.01%             | 2027-04-11      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13418718.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26311 | PA      | $26608.85     | 0.01%             | 2027-05-12      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935924.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $209.09       | 0.00%             | 2027-04-12      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992185135.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $865.09       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208931.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.14       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $404.16       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991962356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $169.06       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992270406.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $118.92       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12663567.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25286 | PA      | $25561.84     | 0.01%             | 2027-04-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390727.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $121.23       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.74        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1649281.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6786 | PA      | $6573.04      | 0.00%             | 2024-10-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.13        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6349.92      | 0.00%             | 2025-03-14      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13311434.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13232 | PA      | $13362.93     | 0.00%             | 2027-05-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789673.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $4005.21      | 0.00%             | 2027-03-14      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787230.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6894 | PA      | $6826.25      | 0.00%             | 2027-03-14      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $211.20       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13429983.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9356 | PA      | $9328.26      | 0.00%             | 2027-06-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654570.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $935.77       | 0.00%             | 2027-02-18      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781395.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23858 | PA      | $23624.16     | 0.01%             | 2027-03-14      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145587.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $636.06       | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $329.28       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1652738.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2718 | PA      | $2618.21      | 0.00%             | 2024-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10582415.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41321 | PA      | $41893.18     | 0.01%             | 2026-11-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $65.01        | 0.00%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341376.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.86       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $315.42       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13153548.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35875 | PA      | $36237.91     | 0.01%             | 2027-04-17      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785385.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7115 | PA      | $7046.47      | 0.00%             | 2027-03-14      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $798.51       | 0.00%             | 2027-03-14      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783196.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44858 | PA      | $44409.88     | 0.02%             | 2027-03-14      | Fixed         | 22.61%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co.                        | Diamond Sports Group LLC / Diamond Sports Finance Co.                                           | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $5625.00      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992317039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.10        | 0.00%             | 2024-04-13      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1636029.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3192.10      | 0.00%             | 2024-09-30      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476171.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3214 | PA      | $3197.99      | 0.00%             | 2027-01-21      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                    | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $367641.96    | 0.13%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785586.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43450 | PA      | $43233.89     | 0.02%             | 2027-03-14      | Fixed         | 6.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $99.14        | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789351.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13410 | PA      | $13284.52     | 0.00%             | 2027-03-14      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107553.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.05        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267833.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $92.53        | 0.00%             | 2026-12-17      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235805.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $126.52       | 0.00%             | 2024-04-02      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $156.00       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099891.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $119.57       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025146.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $180.62       | 0.00%             | 2024-03-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127351.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $115.29       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2109377.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4334.57      | 0.00%             | 2026-11-24      | Fixed         | 30.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786891.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14266 | PA      | $14026.20     | 0.00%             | 2027-03-14      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655238.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2841.32      | 0.00%             | 2027-02-18      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141070.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $613.26       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $95.49        | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783944.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8861 | PA      | $8716.74      | 0.00%             | 2027-03-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $17.64        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229695.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $284.14       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $129.50       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789528.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4201 | PA      | $4119.52      | 0.00%             | 2027-03-14      | Fixed         | 19.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $248.05       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059972.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $32.96        | 0.00%             | 2024-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187277454.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35703 | PA      | $34620.71     | 0.01%             | 2027-04-06      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721649.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22807 | PA      | $22013.62     | 0.01%             | 2025-02-15      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6166008.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13383 | PA      | $12601.24     | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480345.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10924 | PA      | $3213.15      | 0.00%             | 2027-01-21      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $556.68       | 0.00%             | 2025-03-09      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995559.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $488.20       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992486028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $1.71         | 0.00%             | 2027-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655310.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9096 | PA      | $9041.08      | 0.00%             | 2027-02-18      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933660.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17382 | PA      | $17611.05     | 0.01%             | 2026-04-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $-9.53        | -0.00%            | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226102.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13100 | PA      | $12102.09     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018213.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15230 | PA      | $15100.86     | 0.01%             | 2026-11-10      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265533.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $8288.04      | 0.00%             | 2026-12-16      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787639.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5700.53      | 0.00%             | 2027-03-14      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480389.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6334 | PA      | $6290.43      | 0.00%             | 2027-01-21      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1625321.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6166 | PA      | $5170.82      | 0.00%             | 2024-09-23      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.75        | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $137.63       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187034706.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21293 | PA      | $8226.72      | 0.00%             | 2025-03-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $180.94       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1692950.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14468 | PA      | $13964.55     | 0.00%             | 2027-01-20      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13678668.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20115 | PA      | $20160.16     | 0.01%             | 2027-05-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187792928.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6778 | PA      | $6617.53      | 0.00%             | 2027-03-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $2071.85      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.06        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1632.54      | 0.00%             | 2025-04-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267902.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10923 | PA      | $10829.08     | 0.00%             | 2026-12-17      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268458.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8760 | PA      | $8227.67      | 0.00%             | 2026-12-17      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739653.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18050 | PA      | $17200.62     | 0.01%             | 2027-03-22      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5604 | PA      | $5509.33      | 0.00%             | 2025-03-14      | Fixed         | 33.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784917.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31795 | PA      | $31282.67     | 0.01%             | 2027-03-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $2095.52      | 0.00%             | 2025-04-15      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11722574.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33762 | PA      | $33753.74     | 0.01%             | 2026-02-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $117.68       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256199.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $5035.70      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DGS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       314 | PA      | $330.69       | 0.00%             | 2030-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $359.37       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10815186.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17012 | PA      | $17143.95     | 0.01%             | 2024-10-30      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998539.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $20.22        | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209755.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $92.70        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022031.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2505.76      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278366.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.56        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $76.42        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932793.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6979 | PA      | $501.57       | 0.00%             | 2027-04-12      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187270.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.59        | 0.00%             | 2025-03-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221265.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $341.31       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1432.52      | 0.00%             | 2024-04-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928771.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44622 | PA      | $44309.16     | 0.02%             | 2027-04-11      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10188481.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20831 | PA      | $4415.80      | 0.00%             | 2026-10-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266130.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8926 | PA      | $8819.75      | 0.00%             | 2026-12-16      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646063.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8333 | PA      | $8046.80      | 0.00%             | 2026-10-28      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992430463.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.68        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928512.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9954 | PA      | $9838.60      | 0.00%             | 2027-04-11      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405698.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $138.08       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929703.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20306 | PA      | $20079.81     | 0.01%             | 2027-04-11      | Fixed         | 27.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780158.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1669.79      | 0.00%             | 2027-03-14      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $118.03       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014983.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3522.01      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781269.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3921.03      | 0.00%             | 2025-03-14      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6224739.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $793.18       | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197782.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.56        | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12243752.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15424 | PA      | $15493.32     | 0.01%             | 2027-01-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6043936.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1545.16      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780976.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $3667.63      | 0.00%             | 2027-03-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086210.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1669.58      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024256.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4675 | PA      | $4442.59      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932566.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13250 | PA      | $13121.13     | 0.00%             | 2027-04-12      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782834.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8553 | PA      | $8466.29      | 0.00%             | 2025-03-14      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787943.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7618 | PA      | $7483.62      | 0.00%             | 2026-01-14      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992328216.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.40        | 0.00%             | 2025-04-13      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478189.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $161.36       | 0.00%             | 2025-01-21      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788004.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17598 | PA      | $17474.45     | 0.01%             | 2027-03-14      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184927006.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30581 | PA      | $29921.76     | 0.01%             | 2027-01-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782264.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5754 | PA      | $5698.12      | 0.00%             | 2027-03-14      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784944.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20143 | PA      | $19818.84     | 0.01%             | 2027-08-14      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784113.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9616 | PA      | $9546.44      | 0.00%             | 2027-03-14      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931304.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3619 | PA      | $3580.59      | 0.00%             | 2025-04-12      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970831.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.88        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $142.27       | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260536.68    | 0.09%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $-2.41        | -0.00%            | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12793731.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36962 | PA      | $36946.77     | 0.01%             | 2025-03-29      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12771099.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14178 | PA      | $8405.70      | 0.00%             | 2026-04-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787946.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17539 | PA      | $17368.77     | 0.01%             | 2027-03-14      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                                          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167137.29    | 0.06%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003972.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3752 | PA      | $3615.12      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.42        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020677.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1703.54      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167744510.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $0.00         | 0.00%             | 2023-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.81        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894449.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31187 | PA      | $553.65       | 0.00%             | 2026-10-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7048 | PA      | $6998.39      | 0.00%             | 2027-04-11      | Fixed         | 7.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781259.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1995.35      | 0.00%             | 2027-03-14      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992316633.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $40.29        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187074112.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14561 | PA      | $14146.81     | 0.00%             | 2027-03-11      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708667.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30531 | PA      | $29464.05     | 0.01%             | 2027-02-15      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785873.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23339 | PA      | $23221.45     | 0.01%             | 2027-03-14      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992687.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $5.77         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997027.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25012 | PA      | $23691.28     | 0.01%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187345456.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22968 | PA      | $22346.12     | 0.01%             | 2027-03-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1605848.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9600 | PA      | $9292.32      | 0.00%             | 2026-08-17      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $411.40       | 0.00%             | 2024-04-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655146.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6527 | PA      | $6470.26      | 0.00%             | 2027-02-18      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $53.14        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992469449.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.32        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992470065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $120.34       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $180.36       | 0.00%             | 2024-04-03      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Triton Water Holdings, Inc.                                                  | Triton Water Holdings, Inc., First Lien Term Loan                                               | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    567795 | PA      | $529965.73    | 0.19%             | 2028-03-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740631.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1565.46      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.          | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                             | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1378433.48   | 0.48%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895096.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8460 | PA      | $8349.82      | 0.00%             | 2026-10-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $699.32       | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781544.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6935 | PA      | $483.98       | 0.00%             | 2027-08-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Park River Holdings, Inc.                                                    | Park River Holdings, Inc., First Lien Term Loan                                                 | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    652424 | PA      | $573317.57    | 0.20%             | 2027-12-28      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927753.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4731 | PA      | $4678.19      | 0.00%             | 2027-04-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $362.83       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341712.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $202.20       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228003.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1933.43      | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480206.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30524 | PA      | $30276.02     | 0.01%             | 2027-01-21      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2925173.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1982.06      | 0.00%             | 2027-04-11      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4289 | PA      | $4249.37      | 0.00%             | 2027-03-14      | Fixed         | 30.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783225.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14404 | PA      | $1028.84      | 0.00%             | 2025-03-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2491 | PA      | $171.16       | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $53.39        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14783 | PA      | $14627.85     | 0.01%             | 2025-03-14      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5994254.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6469 | PA      | $6182.79      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.63        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971148.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $1017.14      | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $315.87       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13396243.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14238 | PA      | $14462.38     | 0.01%             | 2027-05-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14016155.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8740 | PA      | $8758.38      | 0.00%             | 2025-06-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $256888.50    | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185907398.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7281 | PA      | $7111.30      | 0.00%             | 2025-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657793.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5868 | PA      | $5818.31      | 0.00%             | 2025-02-18      | Fixed         | 13.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262822.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2599.13      | 0.00%             | 2026-12-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750210.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2496.05      | 0.00%             | 2025-04-06      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14531705.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8904 | PA      | $8862.77      | 0.00%             | 2027-05-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785480.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15887 | PA      | $15734.17     | 0.01%             | 2027-03-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166477.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $512.43       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220257.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $3317.98      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Dac / Endo Finance LLC / Endo Finco, Inc.                               | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                                  | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $69495.00     | 0.02%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       822 | PA      | $851.67       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752906.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12725 | PA      | $12149.58     | 0.00%             | 2027-04-06      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992038711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $10.91        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009469.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1026.85      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163904.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17547 | PA      | $16366.93     | 0.01%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barracuda Parent LLC                                                         | Barracuda Parent LLC, First Lien Term Loan                                                      | CUSIP: 06832FAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    837989 | PA      | $809589.39    | 0.28%             | 2029-08-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11790590.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26480 | PA      | $26461.08     | 0.01%             | 2027-02-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.78        | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782582.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $4372.57      | 0.00%             | 2025-03-14      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.51        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471859.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12899 | PA      | $12787.83     | 0.00%             | 2027-01-20      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $188.10       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017917.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1468.95      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $3030.96      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475664.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3584.09      | 0.00%             | 2025-01-20      | Fixed         | 9.31%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787770.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $1000.02      | 0.00%             | 2027-03-14      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185216192.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15045 | PA      | $14652.74     | 0.01%             | 2025-01-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269322.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2555.21      | 0.00%             | 2026-12-17      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $318.09       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $239.99       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784494.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1581 | PA      | $1565.91      | 0.00%             | 2027-03-14      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $174.62       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478449.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40915 | PA      | $40693.40     | 0.01%             | 2027-01-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $-11.07       | -0.00%            | 2024-04-18      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                        | AssuredPartners, Inc., Term Loan                                                                | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    243057 | PA      | $236007.93    | 0.08%             | 2027-02-12      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785546.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $4474.53      | 0.00%             | 2027-03-14      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $348.36       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992596534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $3.11         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788622.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $7826.61      | 0.00%             | 2027-03-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100366.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $225.77       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $188.21       | 0.00%             | 2025-04-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $259.29       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $7.56         | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992519259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $238.14       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $564.11       | 0.00%             | 2025-03-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785934.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17003 | PA      | $16841.35     | 0.01%             | 2027-03-14      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250198.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2484.88      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784027.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14089 | PA      | $13965.78     | 0.00%             | 2027-03-14      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.90        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111564.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $4071.74      | 0.00%             | 2026-11-24      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788443.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1837.14      | 0.00%             | 2027-03-14      | Fixed         | 29.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785487.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35768 | PA      | $35433.02     | 0.01%             | 2027-03-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252808.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9767 | PA      | $9012.85      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270915.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7192 | PA      | $7121.90      | 0.00%             | 2024-12-17      | Fixed         | 7.16%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.70        | 0.00%             | 2024-04-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700619.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21001 | PA      | $20237.41     | 0.01%             | 2027-01-12      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $548.84       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789903.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4534 | PA      | $4492.49      | 0.00%             | 2027-03-14      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298570.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $142.00       | 0.00%             | 2024-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12879648.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7375 | PA      | $7395.15      | 0.00%             | 2027-04-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $4.09         | 0.00%             | 2024-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $155.25       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368578.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $476.10       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $190.99       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342087.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.59        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1736876.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9160 | PA      | $8912.42      | 0.00%             | 2027-03-29      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783063.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9087 | PA      | $8940.79      | 0.00%             | 2027-03-14      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135298.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1853.61      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018111.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $131.52       | 0.00%             | 2026-11-10      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $212.11       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992130189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.68        | 0.00%             | 2025-03-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2010804.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13072 | PA      | $12981.79     | 0.00%             | 2026-11-10      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186007586.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11613 | PA      | $11290.99     | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $235.73       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1657068.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12976 | PA      | $12966.83     | 0.00%             | 2026-10-29      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1895049.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $3276.02      | 0.00%             | 2024-10-21      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185643067.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7196 | PA      | $7076.12      | 0.00%             | 2025-02-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14157241.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12998 | PA      | $1401.23      | 0.00%             | 2026-05-10      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14569696.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8780 | PA      | $8888.11      | 0.00%             | 2024-07-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992626537.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $624.89       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057939.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4310 | PA      | $4096.06      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929905.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1961.05      | 0.00%             | 2025-04-11      | Fixed         | 6.33%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $384.92       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $331.62       | 0.00%             | 2027-03-21      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1739.87      | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991879827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1164.84      | 0.00%             | 2025-02-23      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785509.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $3193.27      | 0.00%             | 2027-03-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2216224.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3679 | PA      | $3645.69      | 0.00%             | 2024-12-16      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $156.81       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082784.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $115.03       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                    | First Student Bidco, Inc., Term Loan B                                                          | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    355901 | PA      | $322758.16    | 0.11%             | 2028-07-21      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203606.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $41.07        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.12        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484436.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $6.42         | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.97       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108103.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $249.92       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749272.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5019 | PA      | $4816.23      | 0.00%             | 2025-04-21      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010439.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $250.52       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363953.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $489.54       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656210.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28753 | PA      | $27762.56     | 0.01%             | 2026-10-28      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.19        | 0.00%             | 2025-04-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740166.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $6629.65      | 0.00%             | 2025-03-22      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12243221.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25940 | PA      | $26303.75     | 0.01%             | 2027-03-11      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743540.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15265 | PA      | $14563.88     | 0.01%             | 2027-03-23      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185738415.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13172 | PA      | $12804.25     | 0.00%             | 2027-02-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048111.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7016 | PA      | $6755.56      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                         | Amplify Energy Corp.                                                                            | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       281 | NS      | $2469.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                       | UGCard, 992536091.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $1205.41      | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992495731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $882.78       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6002182.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11557 | PA      | $10982.37     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783771.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1804.16      | 0.00%             | 2025-03-14      | Fixed         | 32.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13057143.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31482 | PA      | $31974.65     | 0.01%             | 2027-04-26      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169281.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $925.24       | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991852042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $224.38       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781640.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19811 | PA      | $19618.17     | 0.01%             | 2027-03-14      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355045.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $257.09       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004380.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2511.69      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $655.65       | 0.00%             | 2024-04-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1722105.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3061.82      | 0.00%             | 2025-02-16      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364573.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $-30.11       | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $4582.19      | 0.00%             | 2025-04-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.39        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928852.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1374.27      | 0.00%             | 2027-04-11      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708856.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4427 | PA      | $891.15       | 0.00%             | 2025-02-15      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991901307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $235.40       | 0.00%             | 2025-03-04      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13389764.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26987 | PA      | $27117.97     | 0.01%             | 2027-03-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $183.62       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110840.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4295 | PA      | $4285.44      | 0.00%             | 2026-11-24      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783845.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6263 | PA      | $6202.28      | 0.00%             | 2027-03-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $136.70       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781411.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $845.22       | 0.00%             | 2027-03-14      | Fixed         | 30.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032649.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $301.21       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.04        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785818.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6146 | PA      | $6087.98      | 0.00%             | 2027-03-14      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163849.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2274.63      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992014653.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $223.78       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261462.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2838 | PA      | $2803.96      | 0.00%             | 2026-12-16      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $175.84       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364218.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.93        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187034378.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27613 | PA      | $26865.12     | 0.01%             | 2025-03-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785637.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6190 | PA      | $6129.64      | 0.00%             | 2027-03-14      | Fixed         | 11.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112331.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $1377.01      | 0.00%             | 2024-11-24      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.53         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1686372.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8603 | PA      | $8199.95      | 0.00%             | 2026-12-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782192.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32497 | PA      | $30773.42     | 0.01%             | 2027-03-14      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $416.79       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991922719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $190.04       | 0.00%             | 2025-03-06      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6945 | PA      | $6909.72      | 0.00%             | 2027-03-14      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811328.80    | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005807.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $700.05       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11806403.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18687 | PA      | $18591.38     | 0.01%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228282.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6113 | PA      | $5749.11      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093860.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $99.07        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12666916.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8138 | PA      | $8172.28      | 0.00%             | 2025-04-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.58         | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992564506.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $615.88       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220217.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3673 | PA      | $3420.61      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169771.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $-0.24        | -0.00%            | 2025-04-01      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012687.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $612.60       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785495.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3334 | PA      | $3289.94      | 0.00%             | 2027-03-14      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.27        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106241.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $387.68       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $222.36       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990345.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.66        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $994.17       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941665.00    | 0.33%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783030.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11255 | PA      | $11142.65     | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111730.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $2355.01      | 0.00%             | 2024-11-24      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754131.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12338 | PA      | $11831.65     | 0.00%             | 2025-04-12      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12874320.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10212 | PA      | $10318.90     | 0.00%             | 2026-04-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689656.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $11091.74     | 0.00%             | 2025-01-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                    | Weekley Homes LLC / Weekley Finance Corp.                                                       | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $673632.54    | 0.24%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                               | DISH DBS Corp.                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $800000.00    | 0.28%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477192.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6002 | PA      | $5796.74      | 0.00%             | 2027-01-21      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.44        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210093.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4337 | PA      | $4007.29      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $1571.28      | 0.00%             | 2025-02-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779779.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22988 | PA      | $22680.66     | 0.01%             | 2027-08-14      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $127.44       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930646.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4446 | PA      | $4403.25      | 0.00%             | 2027-04-11      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743544.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31835 | PA      | $30570.33     | 0.01%             | 2027-03-28      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.79         | 0.00%             | 2027-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152643.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $5.04         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928155.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $1284.13      | 0.00%             | 2027-04-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $-3.96        | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12543851.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23732 | PA      | $23948.33     | 0.01%             | 2026-03-01      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $141.35       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474567.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $108.09       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $235.25       | 0.00%             | 2025-04-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110828.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1574.14      | 0.00%             | 2026-11-24      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095856.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $154.66       | 0.00%             | 2025-02-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14427403.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14135 | PA      | $14100.53     | 0.00%             | 2027-06-24      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                            | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1153295.00   | 0.40%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.43        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141229.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.63        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934270.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1284.76      | 0.00%             | 2027-04-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751047.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22793 | PA      | $21553.00     | 0.01%             | 2027-04-07      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933622.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $3719.81      | 0.00%             | 2027-04-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783689.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9083 | PA      | $8995.75      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029302.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1174.73      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783822.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1540.92      | 0.00%             | 2027-03-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6224475.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12000 | PA      | $11183.39     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782700.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5303 | PA      | $5252.30      | 0.00%             | 2027-03-14      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2524.27      | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259203.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3180.19      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801049.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9634 | PA      | $9697.53      | 0.00%             | 2027-03-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.63         | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932779.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18438 | PA      | $18234.79     | 0.01%             | 2027-04-12      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187264368.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9077 | PA      | $8803.07      | 0.00%             | 2027-03-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124815.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2425.35      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992174580.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $103.69       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $13.92        | 0.00%             | 2024-04-19      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781791.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26918 | PA      | $26724.36     | 0.01%             | 2027-03-14      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $366.34       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992034556.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $624.33       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932379.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $6667.18      | 0.00%             | 2027-04-12      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6229161.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1643.03      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115025.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $156.22       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13432810.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6801 | PA      | $6873.99      | 0.00%             | 2024-05-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784706.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4518.47      | 0.00%             | 2027-03-14      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271067.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2966.34      | 0.00%             | 2024-12-17      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $135.37       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       484 | PA      | $493.05       | 0.00%             | 2025-04-02      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930492.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24223 | PA      | $24050.76     | 0.01%             | 2027-04-11      | Fixed         | 7.76%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404573.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.29        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2755133.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9975 | PA      | $9875.70      | 0.00%             | 2027-03-14      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032061.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $941.24       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $45.58        | 0.00%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016139.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13865 | PA      | $13754.68     | 0.00%             | 2024-11-10      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779974.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3615 | PA      | $3580.19      | 0.00%             | 2027-03-14      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12794558.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10007 | PA      | $2129.51      | 0.00%             | 2027-04-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2404 | PA      | $2497.07      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017369.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2671 | PA      | $2653.80      | 0.00%             | 2026-11-10      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125951.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $8762.87      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991900712.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $392.68       | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785775.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21114 | PA      | $20913.49     | 0.01%             | 2027-03-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935751.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1932.22      | 0.00%             | 2027-04-12      | Fixed         | 22.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $84.36        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14416732.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8152 | PA      | $8143.13      | 0.00%             | 2025-06-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $302.12       | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $239.68       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785153.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $5119.73      | 0.00%             | 2025-03-14      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929122.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2320.11      | 0.00%             | 2027-04-11      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $10.67        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $25.50        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701030.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21926 | PA      | $20857.32     | 0.01%             | 2027-01-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477601.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $709.22       | 0.00%             | 2025-01-21      | Fixed         | 10.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.31        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $415.82       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185040393.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $4484.88      | 0.00%             | 2025-02-07      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421509.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $169.13       | 0.00%             | 2025-04-18      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6249615.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3052.37      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146141.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24942 | PA      | $23279.30     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787008.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3204.12      | 0.00%             | 2025-03-14      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931144.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7939 | PA      | $7900.85      | 0.00%             | 2027-04-11      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992512169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $8.01         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $250.28       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788463.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3286 | PA      | $233.16       | 0.00%             | 2027-03-14      | Fixed         | 29.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340458.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.37       | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015456.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $2098.78      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14384326.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16851 | PA      | $16869.03     | 0.01%             | 2025-06-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| MH Sub I LLC / Micro Holding Corp.                                           | MH Sub I LLC / Micro Holding Corp., First Lien Term Loan                                        | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    679965 | PA      | $662020.70    | 0.23%             | 2024-09-13      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2771933.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1523.68      | 0.00%             | 2027-08-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $311.64       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480692.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $977.85       | 0.00%             | 2027-01-21      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2921283.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2889 | PA      | $2857.22      | 0.00%             | 2027-04-11      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928472.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6415 | PA      | $3790.99      | 0.00%             | 2027-04-11      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447012.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $118.33       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157628.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10806 | PA      | $10020.91     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13319688.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24305 | PA      | $24690.67     | 0.01%             | 2027-05-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268457.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10086 | PA      | $10028.48     | 0.00%             | 2026-12-17      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992174667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.07        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148043.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7757 | PA      | $7112.78      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183005.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $1031.93      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036370.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $4082.28      | 0.00%             | 2023-12-14      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017665.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10549 | PA      | $10478.14     | 0.00%             | 2026-11-10      | Fixed         | 26.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992633754.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.10        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $-40.87       | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173121.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $998.61       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992574074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $257.44       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780535.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $886.49       | 0.00%             | 2027-03-14      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13389626.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8491 | PA      | $8382.98      | 0.00%             | 2025-05-13      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992122747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $6.49         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992243835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.09        | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173152.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1439.59      | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101569.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $410.91       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931910.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4438.77      | 0.00%             | 2027-04-11      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992488594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.89        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992476858.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $176.01       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.90       | 0.00%             | 2024-04-14      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933553.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8408 | PA      | $4831.01      | 0.00%             | 2027-04-12      | Fixed         | 23.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       366 | PA      | $374.58       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $223.75       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261177.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5591 | PA      | $5520.53      | 0.00%             | 2026-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781533.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22719 | PA      | $22504.44     | 0.01%             | 2027-03-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145205316.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6625 | PA      | $6490.15      | 0.00%             | 2023-12-31      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013187.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4477 | PA      | $4283.56      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929504.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $2667.17      | 0.00%             | 2027-04-11      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016934.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $734.48       | 0.00%             | 2026-11-10      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $511.01       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $476.70       | 0.00%             | 2024-03-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351406.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $323.81       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11801268.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21502 | PA      | $21786.79     | 0.01%             | 2027-02-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744692.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19788 | PA      | $19039.38     | 0.01%             | 2025-03-24      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.47         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992038753.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $185.76       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986897.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $14.46        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781831.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $1934.22      | 0.00%             | 2027-08-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1624235.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $6989.73      | 0.00%             | 2026-09-21      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930995.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2411.03      | 0.00%             | 2027-04-11      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $299.86       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $125.02       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788124.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9067 | PA      | $8979.85      | 0.00%             | 2027-03-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933802.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26923 | PA      | $26662.69     | 0.01%             | 2027-04-12      | Fixed         | 11.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187316257.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19302 | PA      | $14915.49     | 0.01%             | 2027-10-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.30       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992549620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $284.29       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012017.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34779 | PA      | $30579.43     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $114.62       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744541.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31474 | PA      | $30485.69     | 0.01%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261915.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1533.45      | 0.00%             | 2027-05-16      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268289.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $1417.16      | 0.00%             | 2024-12-17      | Fixed         | 15.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11654600.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33647 | PA      | $34153.21     | 0.01%             | 2027-01-28      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $227.06       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176070.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $965.64       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367592.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.38        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.30        | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780471.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5439 | PA      | $5351.29      | 0.00%             | 2027-03-14      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992259612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.40        | 0.00%             | 2024-04-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781912.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7769 | PA      | $7301.85      | 0.00%             | 2027-03-14      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751035.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18153 | PA      | $17337.55     | 0.01%             | 2025-04-07      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6257833.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37686 | PA      | $34986.15     | 0.01%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452787.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $300.21       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476655.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8569 | PA      | $8487.32      | 0.00%             | 2025-01-21      | Fixed         | 6.30%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187252598.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10166 | PA      | $9916.62      | 0.00%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240553.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $247.60       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13488078.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6957 | PA      | $7047.35      | 0.00%             | 2024-05-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992596176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $106.12       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179184.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $8.65         | 0.00%             | 2025-04-02      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13032370.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27092 | PA      | $27216.21     | 0.01%             | 2024-03-11      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051746.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3577 | PA      | $3349.14      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991883597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       381 | PA      | $381.58       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26812 | PA      | $26560.42     | 0.01%             | 2027-03-14      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13439922.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14142 | PA      | $14262.18     | 0.00%             | 2026-05-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6224170.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7176 | PA      | $6747.66      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992536234.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $574.21       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782815.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $70.02        | 0.00%             | 2027-03-14      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.38        | 0.00%             | 2024-04-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209942.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5242.22      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789308.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4300.48      | 0.00%             | 2027-03-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $136.66       | 0.00%             | 2024-04-01      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656568.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5804 | PA      | $5756.93      | 0.00%             | 2027-02-18      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992185159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $315.55       | 0.00%             | 2024-04-02      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $410.66       | 0.00%             | 2024-03-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $210.64       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12786233.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17904 | PA      | $17830.01     | 0.01%             | 2025-04-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12785988.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24391 | PA      | $2821.75      | 0.00%             | 2027-03-29      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $818.29       | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009421.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.81         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13657810.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22034 | PA      | $22038.04     | 0.01%             | 2026-05-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721053.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9157 | PA      | $658.00       | 0.00%             | 2026-09-16      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894309.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $2282.59      | 0.00%             | 2024-10-21      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14277209.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18245 | PA      | $18501.96     | 0.01%             | 2027-06-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213956.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4116 | PA      | $3806.39      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779831.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $756.64       | 0.00%             | 2027-03-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183936.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $1882.28      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780171.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $894.86       | 0.00%             | 2027-03-14      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.97         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364226.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $599.94       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11029317.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8299 | PA      | $8200.49      | 0.00%             | 2024-12-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6131935.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23899 | PA      | $22635.91     | 0.01%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $366.56       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783759.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1994.73      | 0.00%             | 2027-03-14      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788699.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6107 | PA      | $6048.04      | 0.00%             | 2027-03-14      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790759.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8850 | PA      | $8761.02      | 0.00%             | 2027-03-14      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416172.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21599 | PA      | $21912.18     | 0.01%             | 2027-05-13      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.00       | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.46        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784205.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10648 | PA      | $10546.24     | 0.00%             | 2027-03-14      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656186.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11707 | PA      | $11286.89     | 0.00%             | 2024-11-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781920.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3923 | PA      | $3883.58      | 0.00%             | 2027-03-14      | Fixed         | 22.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3146 | PA      | $3270.78      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754182.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4713.22      | 0.00%             | 2025-04-12      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992276700.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $153.07       | 0.00%             | 2025-04-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934908.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $30.27        | 0.00%             | 2027-04-12      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13639147.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15694 | PA      | $15635.90     | 0.01%             | 2025-05-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479842.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $160.05       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12780020.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28965 | PA      | $29337.29     | 0.01%             | 2027-04-16      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                    | Michaels Cos., Inc. (The)                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241720.70    | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6196143.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11316 | PA      | $10446.31     | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992317691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $294.98       | 0.00%             | 2025-04-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 162539565.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $2311.20      | 0.00%             | 2032-11-29      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992250137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11753189.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8118 | PA      | $8047.29      | 0.00%             | 2026-02-05      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933216.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3304.48      | 0.00%             | 2027-04-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.61        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396468.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $539.49       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787005.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14249 | PA      | $4160.94      | 0.00%             | 2027-03-14      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $100.24       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789300.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11520 | PA      | $11410.55     | 0.00%             | 2027-03-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.03       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001227.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $103.43       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1083.13      | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1694.64      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.47        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $503.60       | 0.00%             | 2025-03-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745428.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14565 | PA      | $14059.71     | 0.00%             | 2025-03-30      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479747.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4301.78      | 0.00%             | 2027-01-21      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741180.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $8125.43      | 0.00%             | 2025-03-23      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $98.96        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992266562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $122.74       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657732.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9075 | PA      | $2628.29      | 0.00%             | 2025-02-18      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992633677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.05        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685232.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21037 | PA      | $20261.99     | 0.01%             | 2026-12-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930859.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4764 | PA      | $128.33       | 0.00%             | 2027-04-11      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $187.60       | 0.00%             | 2025-03-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2924920.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $770.63       | 0.00%             | 2025-04-11      | Fixed         | 28.52%                | No            |                  3 | On Loan: No      |
| DCert Buyer, Inc.                                                            | DCert Buyer, Inc., First Lien Term Loan                                                         | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1720863 | PA      | $1666165.82   | 0.58%             | 2026-10-16      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.26        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780085.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1395.26      | 0.00%             | 2027-03-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6052749.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37010 | PA      | $34658.31     | 0.01%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236981.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23901 | PA      | $22394.73     | 0.01%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12785793.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29923 | PA      | $30128.39     | 0.01%             | 2025-04-06      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14515585.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12136 | PA      | $12108.04     | 0.00%             | 2027-07-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137335.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27735 | PA      | $26165.10     | 0.01%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779996.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $3201.90      | 0.00%             | 2027-03-14      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041346.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1863.05      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787874.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $1011.26      | 0.00%             | 2027-03-14      | Fixed         | 30.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176883.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $46.62        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266512.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18893 | PA      | $18722.61     | 0.01%             | 2024-12-16      | Fixed         | 9.35%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780850.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13505 | PA      | $13324.09     | 0.00%             | 2027-03-14      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454336.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $824.35       | 0.00%             | 2025-04-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037280.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14480 | PA      | $13841.13     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110559.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3079 | PA      | $3064.53      | 0.00%             | 2024-11-24      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.09         | 0.00%             | 2028-01-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476788.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4696 | PA      | $1402.84      | 0.00%             | 2027-01-21      | Fixed         | 32.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979639.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $93.72        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781164.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13772 | PA      | $13646.08     | 0.00%             | 2027-03-14      | Fixed         | 29.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10179113.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27625 | PA      | $28009.19     | 0.01%             | 2026-08-15      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2778942.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5787 | PA      | $5732.31      | 0.00%             | 2027-03-14      | Fixed         | 13.72%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92862.60     | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6107973.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29836 | PA      | $28266.04     | 0.01%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $170.81       | 0.00%             | 2025-03-07      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474683.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $2996.88      | 0.00%             | 2027-01-20      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990519.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7378 | PA      | $7077.45      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991913945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.69        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.49       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721613.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6306 | PA      | $5929.15      | 0.00%             | 2026-09-16      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168280549.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5033 | PA      | $5015.83      | 0.00%             | 2023-03-31      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.79        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14581842.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11559 | PA      | $11610.70     | 0.00%             | 2026-05-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992263186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $516.76       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13436550.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15462 | PA      | $15673.14     | 0.01%             | 2027-05-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2140.46      | 0.00%             | 2026-12-17      | Fixed         | 26.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015165.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1596.41      | 0.00%             | 2026-11-10      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782849.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $4385.75      | 0.00%             | 2027-03-14      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $146.15       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783257.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3182.04      | 0.00%             | 2027-03-14      | Fixed         | 24.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $21.37        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362442.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.80        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210954.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11078 | PA      | $10417.23     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $105.21       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6196533.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10323 | PA      | $9712.30      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2010871.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $752.90       | 0.00%             | 2026-11-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360516.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $177.63       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481499.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3107.78      | 0.00%             | 2027-01-21      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $58.04        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269383.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3645 | PA      | $3457.78      | 0.00%             | 2027-05-17      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13200186.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21865 | PA      | $22058.01     | 0.01%             | 2026-05-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110871.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $3567.11      | 0.00%             | 2026-11-24      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       701 | PA      | $726.66       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $992.55       | 0.00%             | 2024-04-16      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480415.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2828.02      | 0.00%             | 2025-01-21      | Fixed         | 6.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $-0.67        | -0.00%            | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931976.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $657.19       | 0.00%             | 2027-04-11      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992268809.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $289.94       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781938.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43666 | PA      | $43455.03     | 0.02%             | 2027-03-14      | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779605.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1546.94      | 0.00%             | 2027-03-14      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674210.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14106 | PA      | $14098.89     | 0.00%             | 2027-04-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Raptor Acquisition Corp.                                                     | Raptor Acquisition Corp., First Lien Term Loan B                                                | CUSIP: C4111RAE5<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    548093 | PA      | $539641.62    | 0.19%             | 2026-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $282.17       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003901.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8809 | PA      | $8399.99      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931445.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $4271.65      | 0.00%             | 2027-04-11      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $189.16       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2750613.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $920.24       | 0.00%             | 2027-03-14      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186027871.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20476 | PA      | $19993.95     | 0.01%             | 2027-02-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.28        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5634 | PA      | $5334.16      | 0.00%             | 2027-03-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Par Pharmaceutical, Inc.                                                     | Par Pharmaceutical, Inc.                                                                        | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    203000 | PA      | $154706.23    | 0.05%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13154672.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19508 | PA      | $19470.82     | 0.01%             | 2027-05-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991855285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $17.46        | 0.00%             | 2025-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126929.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1526.35      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780515.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6238 | PA      | $445.41       | 0.00%             | 2027-03-14      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103098.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3369.52      | 0.00%             | 2026-11-24      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134255.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.74        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $202.26       | 0.00%             | 2025-04-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134100.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $209.54       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780203.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $89.25        | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390575.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $184.78       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996762.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2693 | PA      | $1983.47      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781532.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4745 | PA      | $4694.83      | 0.00%             | 2025-03-14      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992483129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $206.96       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987390.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $514.19       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033029.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6921 | PA      | $6566.60      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9279 | PA      | $9227.25      | 0.00%             | 2027-01-20      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991947688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $-13.23       | -0.00%            | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077359.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $186.26       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $1008.66      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473231.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5618 | PA      | $5567.37      | 0.00%             | 2027-06-20      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $772.77       | 0.00%             | 2025-04-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507356.06    | 0.18%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12974063.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23631 | PA      | $23579.88     | 0.01%             | 2027-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.16        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187135458.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11132 | PA      | $10877.50     | 0.00%             | 2027-03-31      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780913.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5795 | PA      | $5717.87      | 0.00%             | 2027-03-14      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018248.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2630.26      | 0.00%             | 2027-04-10      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186681.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5080 | PA      | $4725.96      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185887741.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $7536.60      | 0.00%             | 2025-02-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992576869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $737.01       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186484159.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25056 | PA      | $24296.50     | 0.01%             | 2025-03-14      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732916.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26902 | PA      | $25777.49     | 0.01%             | 2027-03-22      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $335.67       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $18.52        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992428231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $6.54         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780844.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1360.31      | 0.00%             | 2027-03-14      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126842.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       962 | PA      | $842.41       | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194847.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8019 | PA      | $7501.13      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1758840.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1396.11      | 0.00%             | 2025-04-14      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781274.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $1745.37      | 0.00%             | 2025-03-14      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1301.17      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185942868.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28407 | PA      | $27213.69     | 0.01%             | 2027-02-18      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735733.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22319 | PA      | $1200.42      | 0.00%             | 2025-03-25      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784397.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $961.60       | 0.00%             | 2027-03-14      | Fixed         | 32.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783820.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34320 | PA      | $33864.67     | 0.01%             | 2027-03-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12784633.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15965 | PA      | $15829.82     | 0.01%             | 2027-02-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1337.77      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $57.63        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6160607.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16163 | PA      | $15028.76     | 0.01%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264096.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7475 | PA      | $7418.21      | 0.00%             | 2026-12-16      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266293.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $751.21       | 0.00%             | 2026-12-17      | Fixed         | 28.87%                | No            |                  3 | On Loan: No      |
| AMMC CLO 22 Ltd.                                                             | AMMC CLO 22 Ltd., Series 2018-22A, Class C                                                      | CUSIP: 00177HAE9<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1400956.09   | 0.49%             | 2031-04-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $139.92       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.93        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11876534.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5715 | PA      | $5788.10      | 0.00%             | 2024-05-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $1660.02      | 0.00%             | 2025-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057387.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $2267.14      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339116.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1161.51      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992034460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $251.13       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Mercury Borrower, Inc.                                                       | Mercury Borrower, Inc., First Lien Term Loan                                                    | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835459 | PA      | $800302.76    | 0.28%             | 2028-08-02      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627891.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12114 | PA      | $11601.68     | 0.00%             | 2026-09-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $126.00       | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227048.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5252 | PA      | $4938.49      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12776325.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22330 | PA      | $22352.94     | 0.01%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185764.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19017 | PA      | $17740.91     | 0.01%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080231.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.65        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991887919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.83        | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14246643.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22240 | PA      | $22304.20     | 0.01%             | 2025-06-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782075.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7254 | PA      | $7182.91      | 0.00%             | 2027-08-14      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $329.19       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $210.67       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476597.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5374 | PA      | $5346.06      | 0.00%             | 2027-01-21      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992495417.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $98.84        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099670.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $302.05       | 0.00%             | 2024-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466997.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $112.33       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1716789.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9037 | PA      | $1348.42      | 0.00%             | 2026-09-16      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154044.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.74        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.67       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2470742.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2317.54      | 0.00%             | 2027-01-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720338.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12246 | PA      | $12111.07     | 0.00%             | 2026-09-16      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.72       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187865227.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23044 | PA      | $22327.77     | 0.01%             | 2027-04-01      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479650.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2850.50      | 0.00%             | 2025-01-21      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3211.09      | 0.00%             | 2027-09-12      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478881.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16969 | PA      | $16855.46     | 0.01%             | 2027-06-21      | Fixed         | 29.78%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187813540.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $4715.72      | 0.00%             | 2025-03-31      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781557.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45644 | PA      | $45187.36     | 0.02%             | 2027-03-14      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022469.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4424 | PA      | $4215.68      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $95.90        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992243829.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $250.06       | 0.00%             | 2024-04-08      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784258.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8699 | PA      | $8655.14      | 0.00%             | 2027-03-14      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628220.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9431 | PA      | $9513.56      | 0.00%             | 2025-05-13      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.21        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.40         | 0.00%             | 2027-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10885683.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15434 | PA      | $15480.41     | 0.01%             | 2026-12-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991895428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1408.79      | 0.00%             | 2024-02-24      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742816.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9167 | PA      | $3714.39      | 0.00%             | 2028-03-05      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.35        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $0.52         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185117236.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21245 | PA      | $20724.22     | 0.01%             | 2027-01-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153063.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1868.32      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $358.98       | 0.00%             | 2024-04-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.46        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $3.67         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891617.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $127.27       | 0.00%             | 2026-10-21      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12548143.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25508 | PA      | $25586.50     | 0.01%             | 2027-04-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245376.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15052 | PA      | $13901.34     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785592.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14978 | PA      | $14831.80     | 0.01%             | 2027-03-14      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476431.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $402.88       | 0.00%             | 2027-01-21      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11720453.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9177 | PA      | $9267.60      | 0.00%             | 2024-12-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892240.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $2730.28      | 0.00%             | 2024-10-21      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217244.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11243 | PA      | $10492.97     | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361811.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.20         | 0.00%             | 2027-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1518.82      | 0.00%             | 2025-04-11      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1979.18      | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085309.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $234.77       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1082.76      | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192969.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $-40.37       | -0.00%            | 2025-04-04      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720892.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $656.59       | 0.00%             | 2024-09-16      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750502.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $3611.59      | 0.00%             | 2025-04-15      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364493.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $166.42       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2263677.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13201 | PA      | $13122.16     | 0.00%             | 2026-12-16      | Fixed         | 23.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992280355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.88        | 0.00%             | 2024-04-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787312.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4062 | PA      | $4020.92      | 0.00%             | 2025-03-14      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700679.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11048 | PA      | $10651.20     | 0.00%             | 2025-01-12      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992428323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $165.74       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171398384.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4846 | PA      | $4690.27      | 0.00%             | 2023-10-23      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DM81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2551 | PA      | $2623.13      | 0.00%             | 2031-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992595468.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.55        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786850.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1320.38      | 0.00%             | 2025-03-14      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14180064.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17657 | PA      | $17938.41     | 0.01%             | 2027-06-21      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785551.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10328 | PA      | $10227.29     | 0.00%             | 2027-03-14      | Fixed         | 10.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675330.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13701 | PA      | $13843.94     | 0.00%             | 2025-04-07      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $67.08        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743429.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8306 | PA      | $7998.03      | 0.00%             | 2025-03-31      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10524105.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15211 | PA      | $15422.99     | 0.01%             | 2025-10-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $172.32       | 0.00%             | 2025-03-09      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780713.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15782 | PA      | $15526.40     | 0.01%             | 2027-03-14      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1623890.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $2979.24      | 0.00%             | 2024-09-21      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239158.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3255.43      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14203522.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22304 | PA      | $22483.29     | 0.01%             | 2026-06-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6244796.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $3698.37      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $343.71       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781643.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8382 | PA      | $599.98       | 0.00%             | 2027-03-14      | Fixed         | 23.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267424.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4054 | PA      | $3988.83      | 0.00%             | 2026-12-17      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992476189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.32        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $252.16       | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $499.63       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472231.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $98.37        | 0.00%             | 2027-01-20      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.53        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1647386.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $5014.98      | 0.00%             | 2026-11-01      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037837.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1455.15      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1234.27      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $129.98       | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $380.02       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116147.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $-0.58        | -0.00%            | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14531076.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17834 | PA      | $17716.03     | 0.01%             | 2027-08-07      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Thrasio LLC                                                                  | Thrasio LLC, Term Loan                                                                          | CUSIP: 88552XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345603 | PA      | $306290.69    | 0.11%             | 2026-12-18      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418116.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $791.91       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185742276.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26781 | PA      | $25826.36     | 0.01%             | 2027-02-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $580.47       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992611652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $89.39        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992145143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $234.39       | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $55.81        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $192.91       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187349433.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19607 | PA      | $19170.09     | 0.01%             | 2027-03-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784120.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $113.97       | 0.00%             | 2027-03-14      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $387.94       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12873630.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6391 | PA      | $6452.59      | 0.00%             | 2024-04-03      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $194.24       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785548.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3365.04      | 0.00%             | 2025-03-14      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165851.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2011.82      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005501.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $201.03       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992513612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1342.93      | 0.00%             | 2025-04-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.18       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992194181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.91         | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13044112.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43801 | PA      | $44251.45     | 0.02%             | 2027-03-05      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.12        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754349.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7506 | PA      | $7102.10      | 0.00%             | 2027-04-07      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934127.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11393 | PA      | $11270.87     | 0.00%             | 2025-04-12      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733501.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12210 | PA      | $11792.76     | 0.00%             | 2025-03-22      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473522.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $201.39       | 0.00%             | 2027-01-20      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11704828.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10505 | PA      | $10597.67     | 0.00%             | 2027-01-31      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1701780.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8429 | PA      | $8397.29      | 0.00%             | 2026-09-16      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10622378.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40138 | PA      | $40570.08     | 0.01%             | 2026-09-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236437.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $553.41       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                     | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class B1                            | CUSIP: 61746REA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203692 | PA      | $210456.64    | 0.07%             | 2033-10-25      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781882.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8793 | PA      | $8258.11      | 0.00%             | 2027-03-14      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162767.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1414.57      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10997848.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17395 | PA      | $17351.64     | 0.01%             | 2026-12-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072936.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $174.77       | 0.00%             | 2025-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783137.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6743 | PA      | $6647.33      | 0.00%             | 2027-03-14      | Fixed         | 26.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260471.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6928 | PA      | $6879.80      | 0.00%             | 2026-12-17      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783634.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7268 | PA      | $7199.77      | 0.00%             | 2027-03-14      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.37         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933672.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1518.21      | 0.00%             | 2027-04-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14578491.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13492 | PA      | $13681.69     | 0.00%             | 2025-07-08      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| CCI Buyer, Inc.                                                              | CCI Buyer, Inc., First Lien Term Loan                                                           | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    705677 | PA      | $676038.98    | 0.24%             | 2027-12-17      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477171.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3567.95      | 0.00%             | 2027-01-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.18        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12804212.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10964 | PA      | $10823.10     | 0.00%             | 2027-04-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784724.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23974 | PA      | $23747.34     | 0.01%             | 2027-03-14      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2766917.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $770.42       | 0.00%             | 2025-03-14      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3750 | PA      | $3763.21      | 0.00%             | 2025-04-04      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220688.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $2753.34      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219783.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6700 | PA      | $6228.18      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $115.44       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014470.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1259.64      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169185.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1226.38      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992207502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.24         | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370530.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $119.51       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146643.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1302.90      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992438647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $187.91       | 0.00%             | 2024-04-13      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720288.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12841 | PA      | $12392.27     | 0.00%             | 2026-09-16      | Fixed         | 31.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474715.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2406.48      | 0.00%             | 2027-01-20      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430327.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9177 | PA      | $9136.89      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.48        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                        | AssuredPartners, Inc., Term Loan                                                                | CUSIP: 04621HAU7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    262500 | PA      | $261188.81    | 0.09%             | 2027-02-12      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790374.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7098 | PA      | $7002.56      | 0.00%             | 2027-03-14      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025705.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $4161.45      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789382.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $253.78       | 0.00%             | 2027-03-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266558.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1789.44      | 0.00%             | 2026-12-16      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112102.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $7149.98      | 0.00%             | 2026-11-24      | Fixed         | 31.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6258628.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7360 | PA      | $6784.98      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248857.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.19        | 0.00%             | 2024-03-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392448.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1812.64      | 0.00%             | 2024-04-20      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735826.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21648 | PA      | $20714.12     | 0.01%             | 2027-03-25      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025808.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32414 | PA      | $30213.21     | 0.01%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780611.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7880 | PA      | $7752.36      | 0.00%             | 2027-03-14      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700625.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13175 | PA      | $12531.90     | 0.00%             | 2027-01-12      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931805.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1164 | PA      | $82.42        | 0.00%             | 2027-04-11      | Fixed         | 24.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.51        | 0.00%             | 2025-04-02      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1098.59      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780686.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $265.76       | 0.00%             | 2027-03-14      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995899.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6290.92      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.34        | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928380.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3375.57      | 0.00%             | 2027-04-11      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.                                  | Dermatology Intermediate Holdings III, Inc., Term Loan                                          | CUSIP: 24982LAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33173 | PA      | $32426.51     | 0.01%             | 2029-04-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780947.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12401 | PA      | $12278.93     | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $198.36       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.62        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992524655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $238.35       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188000200.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20837 | PA      | $20292.57     | 0.01%             | 2025-04-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477410.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12174 | PA      | $12060.20     | 0.00%             | 2027-01-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789262.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $339.28       | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226697.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8652 | PA      | $8137.04      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480047.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $58.17        | 0.00%             | 2027-01-21      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6139758.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6714 | PA      | $6440.08      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296626.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $95.36        | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125605.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23680 | PA      | $21960.73     | 0.01%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.66        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783640.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17154 | PA      | $16992.61     | 0.01%             | 2027-03-14      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1321.66      | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362211.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.17         | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992616179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $204.10       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238035.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.56        | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10925 | PA      | $10814.58     | 0.00%             | 2027-03-14      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $85.78        | 0.00%             | 2024-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783200.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12641 | PA      | $12472.70     | 0.00%             | 2027-03-14      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785139.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8914 | PA      | $8824.33      | 0.00%             | 2027-03-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355125.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $143.32       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.16        | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $126.34       | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029672.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $2919.58      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267249.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16869 | PA      | $2541.23      | 0.00%             | 2026-12-17      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992329125.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.55        | 0.00%             | 2025-04-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088861.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $222.58       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971261.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-01-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $118.71       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744086.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6218 | PA      | $293.79       | 0.00%             | 2025-03-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996702.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.04        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $516.78       | 0.00%             | 2024-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744230.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $2393.69      | 0.00%             | 2025-03-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787277.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $8745.51      | 0.00%             | 2027-03-14      | Fixed         | 24.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991950991.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $305.74       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1121.52      | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687713.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5387 | PA      | $5175.12      | 0.00%             | 2024-12-17      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1612279.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1819.79      | 0.00%             | 2024-08-23      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263709.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2944.40      | 0.00%             | 2024-12-16      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036827.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2240.42      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $48.35        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158567.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7650 | PA      | $6475.89      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487718.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $10.41        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186898312.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27499 | PA      | $26498.89     | 0.01%             | 2025-03-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010507.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7873 | PA      | $7528.54      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784788.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6857 | PA      | $6791.68      | 0.00%             | 2027-03-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.29        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743576.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1536.69      | 0.00%             | 2025-03-23      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $314.66       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $2278.23      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783459.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4225 | PA      | $4182.90      | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395931.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $320.18       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475429.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6277 | PA      | $6235.82      | 0.00%             | 2027-01-20      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $211.53       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780425.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13580 | PA      | $13400.29     | 0.00%             | 2027-03-14      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786958.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5610 | PA      | $5554.91      | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380787.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $447.25       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $86.39        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780981.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2264.15      | 0.00%             | 2027-03-14      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $3882.22      | 0.00%             | 2025-02-18      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10552003.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17332 | PA      | $17276.92     | 0.01%             | 2026-11-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514658.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.03        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097053.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       695 | PA      | $713.86       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $253.04       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $490.23       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.80        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783229.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11135 | PA      | $11028.71     | 0.00%             | 2027-03-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.89       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13655613.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4832.93      | 0.00%             | 2024-03-29      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $121.33       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656663.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19723 | PA      | $19601.57     | 0.01%             | 2027-02-18      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795571.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32404 | PA      | $32407.34     | 0.01%             | 2027-03-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471934.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $346.33       | 0.00%             | 2027-01-20      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1625354.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8816 | PA      | $8535.77      | 0.00%             | 2024-09-23      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187637002.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18927 | PA      | $18571.36     | 0.01%             | 2025-03-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751062.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1035.43      | 0.00%             | 2025-04-07      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891692.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1825.90      | 0.00%             | 2024-10-21      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992515660.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $310.00       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2244360.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1291.02      | 0.00%             | 2026-12-17      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782637.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8836 | PA      | $8774.75      | 0.00%             | 2027-03-14      | Fixed         | 11.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $1039.92      | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                   | Waystar Technologies, Inc., First Lien Term Loan                                                | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   1553612 | PA      | $1530307.58   | 0.54%             | 2026-10-22      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $167.11       | 0.00%             | 2025-04-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932133.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1765.43      | 0.00%             | 2025-04-11      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781023.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9935 | PA      | $9406.62      | 0.00%             | 2027-03-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2766318.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10587 | PA      | $1573.88      | 0.00%             | 2027-03-14      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $-2.88        | -0.00%            | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953005.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $317.50       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288991.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.22       | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       614 | PA      | $613.13       | 0.00%             | 2031-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1675.41      | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157448559.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6219 | PA      | $6031.57      | 0.00%             | 2024-08-22      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016381.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2568 | PA      | $21.50        | 0.00%             | 2026-11-10      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112349.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8750 | PA      | $8734.15      | 0.00%             | 2026-11-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992625277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $3875.42      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783953.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2231.94      | 0.00%             | 2027-03-14      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033842.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $260.23       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674248.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17194 | PA      | $16400.95     | 0.01%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5991620.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8100 | PA      | $7621.06      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $803909.99    | 0.28%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Motion Acquisition Ltd.                                                      | Motion Acquisition Ltd., Term Loan B1                                                           | CUSIP: L6526BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    344872 | PA      | $329819.82    | 0.12%             | 2026-11-12      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101060.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $45.32        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $488.46       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287364.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $590.45       | 0.00%             | 2024-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991907676.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $269.68       | 0.00%             | 2025-03-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081513.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.09       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782557.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9872 | PA      | $9741.39      | 0.00%             | 2027-03-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934475.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $912.23       | 0.00%             | 2027-04-12      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147883.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1868.98      | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654968.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3411.01      | 0.00%             | 2027-02-18      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790437.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22341 | PA      | $22131.33     | 0.01%             | 2027-03-14      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187832626.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3231.39      | 0.00%             | 2025-04-01      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980673.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $57.33        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 173411939.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8924 | PA      | $8760.13      | 0.00%             | 2024-01-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991873289.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1807.70      | 0.00%             | 2025-02-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.27        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $301.64       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -339000 | PA      | $-339000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061318.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11796 | PA      | $11847.43     | 0.00%             | 2025-03-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782753.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1637.04      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2108311.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3519 | PA      | $3512.94      | 0.00%             | 2026-11-24      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786530.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $851.08       | 0.00%             | 2027-03-14      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743567.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8909 | PA      | $8539.39      | 0.00%             | 2027-03-23      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $16.30        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                     | SCIH Salt Holdings, Inc.                                                                        | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $257983.40    | 0.09%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365444.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $2.86         | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477204.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26729 | PA      | $-2873.61     | -0.00%            | 2027-06-21      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017263.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20788 | PA      | $20583.99     | 0.01%             | 2026-11-10      | Fixed         | 13.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424217.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $19.87        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $302.26       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11798739.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6108 | PA      | $6177.01      | 0.00%             | 2024-04-11      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929560.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28016 | PA      | $27705.63     | 0.01%             | 2027-04-11      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $3.02         | 0.00%             | 2027-11-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476949.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $621.55       | 0.00%             | 2027-06-21      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1239 | PA      | $1283.11      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741777.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1579.04      | 0.00%             | 2025-03-24      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992587069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $148.34       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674154.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17316 | PA      | $17439.64     | 0.01%             | 2027-03-31      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2868466.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6627 | PA      | $974.25       | 0.00%             | 2027-04-12      | Fixed         | 28.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187891277.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18395 | PA      | $17832.87     | 0.01%             | 2027-04-04      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337743.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $223.45       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653291.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3305.73      | 0.00%             | 2027-02-18      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743573.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8580 | PA      | $8181.21      | 0.00%             | 2027-03-23      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10823057.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $5053.11      | 0.00%             | 2023-12-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934158.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2716 | PA      | $2676.53      | 0.00%             | 2025-04-12      | Fixed         | 18.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733471.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19479 | PA      | $18891.19     | 0.01%             | 2027-03-22      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992474651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $535.92       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $506.43       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.61         | 0.00%             | 2028-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992269238.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.52        | 0.00%             | 2024-04-09      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1295775.00   | 0.45%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928701.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $4224.87      | 0.00%             | 2027-04-11      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $711.10       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932460.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $565.23       | 0.00%             | 2027-04-12      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991850551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $78.37        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780392.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $61.42        | 0.00%             | 2027-03-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.24        | 0.00%             | 2024-02-26      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675304.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7330 | PA      | $7399.75      | 0.00%             | 2025-03-29      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012310.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $311.43       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13337072.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44393 | PA      | $44650.80     | 0.02%             | 2027-05-26      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $21.05        | 0.00%             | 2024-04-13      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933917.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6340 | PA      | $6280.32      | 0.00%             | 2027-04-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780647.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7964 | PA      | $7867.30      | 0.00%             | 2025-03-14      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755867.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3603.06      | 0.00%             | 2025-04-11      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $157.28       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174916.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36988 | PA      | $34540.04     | 0.01%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15044905.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $5805.51      | 0.00%             | 2024-07-25      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $441.11       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.46        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790770.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6663 | PA      | $6595.36      | 0.00%             | 2025-03-14      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782008.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1531.16      | 0.00%             | 2027-03-14      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12863760.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12664 | PA      | $12689.37     | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779954.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9004 | PA      | $8875.60      | 0.00%             | 2027-03-14      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2027-10-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480972.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4286 | PA      | $4249.24      | 0.00%             | 2027-01-21      | Fixed         | 11.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $168.93       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.52         | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064248.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6918 | PA      | $6613.53      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017946.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2093.53      | 0.00%             | 2026-11-10      | Fixed         | 31.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781279.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $913.08       | 0.00%             | 2027-03-14      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176080.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3448 | PA      | $3172.25      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990845.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $2388.20      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.26        | 0.00%             | 2025-04-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                                  | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $488227.43    | 0.17%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780394.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8567 | PA      | $8426.73      | 0.00%             | 2027-03-14      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473891.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6868 | PA      | $6824.08      | 0.00%             | 2027-01-20      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992485368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $254.63       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398498.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $133.40       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801588.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4811 | PA      | $4869.44      | 0.00%             | 2024-04-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468268.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pathway Vet Alliance LLC                                                     | Pathway Vet Alliance LLC, First Lien Term Loan                                                  | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    726052 | PA      | $608671.47    | 0.21%             | 2027-03-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992560425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $505.79       | 0.00%             | 2024-04-17      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187566584.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20220 | PA      | $19876.61     | 0.01%             | 2025-04-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927878.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5064 | PA      | $5006.13      | 0.00%             | 2027-04-11      | Fixed         | 21.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788869.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6599 | PA      | $6536.60      | 0.00%             | 2027-03-14      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1609517.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12812 | PA      | $12371.04     | 0.00%             | 2024-08-31      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475724.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8402 | PA      | $8342.38      | 0.00%             | 2027-01-20      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033131.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $168.38       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2699067.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13301 | PA      | $13173.60     | 0.00%             | 2027-03-14      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $13.32        | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11754629.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32671 | PA      | $33145.06     | 0.01%             | 2026-02-06      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                        | Hexion Holdings Corp., First Lien Term Loan                                                     | CUSIP: 00217XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $861341.25    | 0.30%             | 2029-03-15      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992540502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $211.53       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2263798.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22649 | PA      | $22442.74     | 0.01%             | 2026-12-17      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475929.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7807 | PA      | $554.42       | 0.00%             | 2029-01-20      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $548.63       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783660.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2393.71      | 0.00%             | 2027-03-14      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416512.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32126 | PA      | $32483.05     | 0.01%             | 2025-05-05      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11007128.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $1859.10      | 0.00%             | 2026-12-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656467.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $971.48       | 0.00%             | 2025-02-18      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235376.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $167.87       | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6007122.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61532 | PA      | $58675.91     | 0.02%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115500.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2700 | PA      | $184.75       | 0.00%             | 2025-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183815.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $518.99       | 0.00%             | 2025-03-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992431548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $451.93       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992278256.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.07         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630306.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9812 | PA      | $9493.75      | 0.00%             | 2024-09-30      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262409.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3711.14      | 0.00%             | 2024-12-16      | Fixed         | 28.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $199.91       | 0.00%             | 2025-04-02      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13370208.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27111 | PA      | $27164.03     | 0.01%             | 2027-03-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $446.47       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148737.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $342.16       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929334.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21451 | PA      | $21240.66     | 0.01%             | 2027-04-11      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $37.20        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14196561.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36826 | PA      | $37411.47     | 0.01%             | 2027-06-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400112.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $378.44       | 0.00%             | 2025-04-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $200.72       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7435 | PA      | $7361.28      | 0.00%             | 2027-03-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780310.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15804 | PA      | $15692.14     | 0.01%             | 2027-03-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014389.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1018.04      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992482.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $242.79       | 0.00%             | 2024-03-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $83.19        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789885.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8035 | PA      | $7958.57      | 0.00%             | 2027-03-14      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $835.61       | 0.00%             | 2025-04-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424971.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $2040.83      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2753534.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9128 | PA      | $9009.92      | 0.00%             | 2027-03-14      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992054522.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $-24.95       | -0.00%            | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158284.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $567.73       | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784370.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8742 | PA      | $8659.22      | 0.00%             | 2027-03-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $10.07        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31371KR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46770 | PA      | $48929.36     | 0.02%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1290.09      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Flutter Entertainment plc                                                    | Flutter Entertainment plc, Term Loan B                                                          | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    140890 | PA      | $140479.20    | 0.05%             | 2028-07-22      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782895.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9795 | PA      | $9665.90      | 0.00%             | 2027-03-14      | Fixed         | 18.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783839.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $791.42       | 0.00%             | 2025-03-14      | Fixed         | 21.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.94        | 0.00%             | 2024-03-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $254.24       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $586.76       | 0.00%             | 2025-02-25      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $225.82       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744559.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9056 | PA      | $8649.79      | 0.00%             | 2027-04-07      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13157103.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13170 | PA      | $13342.68     | 0.00%             | 2027-04-17      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6206770.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21913 | PA      | $20559.75     | 0.01%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2925607.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2587.68      | 0.00%             | 2027-04-11      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396676.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.74         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018385.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18326 | PA      | $18138.54     | 0.01%             | 2026-11-10      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017667.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1128.14      | 0.00%             | 2024-11-10      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $39.05        | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789365.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37421 | PA      | $5328.06      | 0.00%             | 2027-03-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $355.83       | 0.00%             | 2025-04-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934786.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9627 | PA      | $9468.13      | 0.00%             | 2027-04-12      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6120599.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9212 | PA      | $8543.29      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.35        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236760.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2642.77      | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020214.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2228.43      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.08        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753842.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8992 | PA      | $8710.17      | 0.00%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653266.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6362 | PA      | $6323.97      | 0.00%             | 2027-02-18      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048300.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4580 | PA      | $4383.71      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025027.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $860.72       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016570.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $196.13       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $376.05       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628844.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8182 | PA      | $8261.25      | 0.00%             | 2024-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $354.71       | 0.00%             | 2024-02-24      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187376525.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24019 | PA      | $310.76       | 0.00%             | 2027-04-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $420.14       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267221.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $-655.86      | -0.00%            | 2027-10-17      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005937.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11330 | PA      | $10753.96     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015427.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $2624.97      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156587.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $46.36        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376583.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $117.72       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064815.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1179.67      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992263228.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2861 | PA      | $2911.50      | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $165.78       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14189728.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45197 | PA      | $45451.55     | 0.02%             | 2026-06-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784430.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6839.19      | 0.00%             | 2027-03-14      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780683.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8429 | PA      | $479.29       | 0.00%             | 2027-03-14      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934988.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14162 | PA      | $14024.18     | 0.00%             | 2027-04-12      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047899.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14157 | PA      | $11934.81     | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473429.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $4236.48      | 0.00%             | 2027-01-20      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475529.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $134.14       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931559.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36177 | PA      | $35828.87     | 0.01%             | 2027-04-11      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.49        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783925.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10266 | PA      | $10169.08     | 0.00%             | 2027-03-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070668.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $468.89       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $3313.72      | 0.00%             | 2027-03-14      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789467.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7240 | PA      | $7168.48      | 0.00%             | 2027-03-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472044.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7942 | PA      | $7907.93      | 0.00%             | 2029-06-20      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032062.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $3393.14      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075322.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $151.19       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6244845.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1676.12      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357241.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $1018.41      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.81        | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12993588.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $3110.52      | 0.00%             | 2026-04-09      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.98        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6246391.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13420 | PA      | $12348.09     | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $165.45       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124298.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.96        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786112.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $2271.98      | 0.00%             | 2027-03-14      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $1488.96      | 0.00%             | 2025-03-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10539195.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12328 | PA      | $12502.08     | 0.00%             | 2026-11-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653768.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26917 | PA      | $26743.99     | 0.01%             | 2027-02-18      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1889041.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1252.00      | 0.00%             | 2026-10-21      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169170.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $772.42       | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789387.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $551.80       | 0.00%             | 2025-03-14      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782423.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11805 | PA      | $11650.06     | 0.00%             | 2027-03-14      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $105.29       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780004.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $1044.89      | 0.00%             | 2027-03-14      | Fixed         | 28.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058778.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10263 | PA      | $9735.55      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384286 | PA      | $366955.33    | 0.13%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cyanco Intermediate 2 Corp.                                                  | Cyanco Intermediate 2 Corp., First Lien Term Loan                                               | CUSIP: 23243FAB1<br>LEI: 5493006OSO3M1UC12172 | Long             | LON              | CORP              | US        |    179377 | PA      | $172874.57    | 0.06%             | 2025-03-16      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744065.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17966 | PA      | $17221.64     | 0.01%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11752574.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43406 | PA      | $43670.33     | 0.02%             | 2027-01-28      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6132476.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1297.03      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1686345.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8795 | PA      | $8523.74      | 0.00%             | 2026-12-15      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692390.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12608 | PA      | $12792.63     | 0.00%             | 2026-11-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017725.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5698 | PA      | $5451.00      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734857.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2566.10      | 0.00%             | 2027-03-24      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $651.41       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992335.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8474 | PA      | $8044.44      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992450447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.97       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6060105.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32772 | PA      | $30910.69     | 0.01%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149809.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $305.44       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689236.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3609.58      | 0.00%             | 2025-01-14      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $108.28       | 0.00%             | 2025-03-11      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $203.19       | 0.00%             | 2025-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406953.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.80        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323349.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13024 | PA      | $13161.29     | 0.00%             | 2027-03-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098239.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $123.79       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.73         | 0.00%             | 2028-01-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $289.21       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119262.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $419.40       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977566.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $139.29       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933756.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7601 | PA      | $7520.57      | 0.00%             | 2027-04-12      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387443.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $3.63         | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134382.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1700.99      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                         | Evergreen AcqCo 1 LP, Term Loan                                                                 | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    961513 | PA      | $931864.90    | 0.33%             | 2028-04-26      | Variable      | 10.34%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781161.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6332 | PA      | $6274.33      | 0.00%             | 2027-03-14      | Fixed         | 32.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933708.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32097 | PA      | $2311.97      | 0.00%             | 2027-04-12      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023395.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13765 | PA      | $12811.75     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10083650.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32176 | PA      | $32642.58     | 0.01%             | 2026-10-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928583.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9978 | PA      | $694.58       | 0.00%             | 2027-04-11      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001892.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7339 | PA      | $6904.26      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6204710.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15120 | PA      | $14080.09     | 0.00%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256733.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1675.04      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14236905.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24345 | PA      | $24442.71     | 0.01%             | 2027-06-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.07        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472711.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3986.14      | 0.00%             | 2027-01-20      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267258.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3915.67      | 0.00%             | 2026-12-17      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780080.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8735 | PA      | $8648.91      | 0.00%             | 2027-03-14      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164924.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11929 | PA      | $11196.55     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109359.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $650.92       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244370.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.63        | 0.00%             | 2024-03-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $410.01       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722591.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4614 | PA      | $1358.50      | 0.00%             | 2026-09-16      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12791753.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23797 | PA      | $24127.51     | 0.01%             | 2027-03-29      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343828.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.13        | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992575189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $731.77       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934342.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $5573.34      | 0.00%             | 2027-04-12      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992605729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $0.04         | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707623.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30591 | PA      | $29515.22     | 0.01%             | 2027-02-14      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749839.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13925 | PA      | $13300.31     | 0.00%             | 2027-04-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789562.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4724 | PA      | $4666.22      | 0.00%             | 2025-03-14      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992273034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $424.99       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12782877.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25734 | PA      | $26092.18     | 0.01%             | 2027-03-28      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Ineos US Finance LLC                                                         | Ineos US Finance LLC, Term Loan                                                                 | CUSIP: G4768PAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $315600.00    | 0.11%             | 2027-11-08      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781668.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1151.33      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $286.51       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781131.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9472 | PA      | $9386.24      | 0.00%             | 2027-03-14      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        42 | NS      | $1827.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100721.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1530.50      | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383736.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.15        | 0.00%             | 2024-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743513.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7032 | PA      | $6817.90      | 0.00%             | 2025-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $174.33       | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656762.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22116 | PA      | $21858.72     | 0.01%             | 2027-02-18      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892275.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20884 | PA      | $20761.66     | 0.01%             | 2027-03-21      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460609.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $-3.65        | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185835140.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17981 | PA      | $17429.68     | 0.01%             | 2027-02-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $288.09       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785839.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34742 | PA      | $34407.01     | 0.01%             | 2028-01-14      | Fixed         | 27.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14420529.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18954 | PA      | $18898.19     | 0.01%             | 2027-06-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133200.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1224.16      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992553647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307004.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.00        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935652.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8243 | PA      | $8122.76      | 0.00%             | 2025-04-12      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                         | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483137.51    | 0.17%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.81        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992499847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $-13.13       | -0.00%            | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236018.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $108.89       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779868.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1372.87      | 0.00%             | 2027-03-14      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929532.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15240 | PA      | $15131.69     | 0.01%             | 2027-04-11      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1128.04      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656201.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $2841.50      | 0.00%             | 2026-10-28      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $109.11       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.71         | 0.00%             | 2027-09-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239251.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3447.04      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018016.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16875 | PA      | $16653.99     | 0.01%             | 2026-11-10      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992560754.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $166.83       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $287.85       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12736035.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23135 | PA      | $23440.89     | 0.01%             | 2027-04-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992267047.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $252.27       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927859.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2959.56      | 0.00%             | 2027-04-11      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2160603.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2826 | PA      | $2809.27      | 0.00%             | 2026-12-16      | Fixed         | 24.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785188.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5775 | PA      | $1686.72      | 0.00%             | 2027-03-14      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928766.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4854.64      | 0.00%             | 2025-04-12      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13649172.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17370 | PA      | $17573.02     | 0.01%             | 2026-05-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210576.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1586.97      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494360.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $65.73        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 156556385.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4308 | PA      | $4152.69      | 0.00%             | 2024-08-06      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473725.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $2021.89      | 0.00%             | 2025-01-20      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $114.64       | 0.00%             | 2024-03-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992488295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.55         | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991940825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.69        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992465343.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.61        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $403.58       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785657.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3958 | PA      | $3904.39      | 0.00%             | 2027-03-14      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                       | First Student Bidco, Inc. / First Transit Parent, Inc.                                          | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $745715.14    | 0.26%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789810.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1752.65      | 0.00%             | 2027-03-14      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14431213.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17474 | PA      | $17503.78     | 0.01%             | 2027-07-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782387.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5275.24      | 0.00%             | 2027-03-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191358.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7720 | PA      | $7129.12      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343488.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $253.39       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046656.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.73        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744656.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11171 | PA      | $10711.63     | 0.00%             | 2027-03-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997555.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $577.26       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781846.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11570 | PA      | $11456.08     | 0.00%             | 2027-03-14      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $616.62       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016353.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $3112.32      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799631.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14932 | PA      | $15079.26     | 0.01%             | 2025-02-02      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $169.89       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14264642.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19488 | PA      | $19714.80     | 0.01%             | 2026-06-10      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $709.96       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5021 | PA      | $5205.02      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3824.36      | 0.00%             | 2025-03-14      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786140.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $2805.77      | 0.00%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992620880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.69        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781471.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $979.17       | 0.00%             | 2027-03-14      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| CSI Compressco LP / CSI Compressco Finance, Inc.                             | CSI Compressco LP / CSI Compressco Finance, Inc.                                                | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1058831 | PA      | $875557.94    | 0.31%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297895.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $563.18       | 0.00%             | 2025-04-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780756.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $873.10       | 0.00%             | 2025-03-14      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395842.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.25         | 0.00%             | 2028-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929885.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39034 | PA      | $38766.61     | 0.01%             | 2027-04-11      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991866170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $414.25       | 0.00%             | 2024-02-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.01        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295392.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $126.83       | 0.00%             | 2024-04-13      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.35       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780829.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8654 | PA      | $8537.94      | 0.00%             | 2027-03-14      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025762.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8105 | PA      | $6449.89      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13021207.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20932 | PA      | $21118.10     | 0.01%             | 2026-04-15      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10762836.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41290 | PA      | $41663.11     | 0.01%             | 2026-10-03      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $566.36       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19853 | PA      | $19652.72     | 0.01%             | 2027-03-14      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.83         | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $77.30        | 0.00%             | 2024-02-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781956.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4795 | PA      | $4735.91      | 0.00%             | 2027-08-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.25        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033132.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $536.29       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                    | Flynn Restaurant Group LP, First Lien Term Loan                                                 | CUSIP: 34410JAF8<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    615242 | PA      | $578582.93    | 0.20%             | 2028-11-22      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.32        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369764.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1647.22      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073957.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1058.40      | 0.00%             | 2025-03-21      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185734.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2005.96      | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783774.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15908 | PA      | $1093.83      | 0.00%             | 2027-03-14      | Fixed         | 34.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015930.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1658.13      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708151.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $8971.15      | 0.00%             | 2025-02-15      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10412146.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20855 | PA      | $21071.94     | 0.01%             | 2026-10-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744071.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12470 | PA      | $11953.03     | 0.00%             | 2027-03-23      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $14.04        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783182.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1105.06      | 0.00%             | 2027-03-14      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.45       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996974.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       249 | PA      | $-3.90        | -0.00%            | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780109.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13137 | PA      | $13043.24     | 0.00%             | 2027-03-14      | Fixed         | 8.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998215.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $4027.26      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477329.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7654 | PA      | $7602.25      | 0.00%             | 2027-01-21      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.08        | 0.00%             | 2025-03-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| USIC Holdings, Inc.                                                          | USIC Holdings, Inc., First Lien Term Loan                                                       | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    667414 | PA      | $638511.42    | 0.22%             | 2028-05-12      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134413.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2280.23      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $61.48        | 0.00%             | 2025-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12885550.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15908 | PA      | $16135.09     | 0.01%             | 2026-04-16      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047208.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $3383.32      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.59        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6168602.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9915 | PA      | $9338.16      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655943.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $963.53       | 0.00%             | 2027-02-18      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216664.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1256.54      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439096.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.38         | 0.00%             | 2028-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782603.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13346 | PA      | $13218.69     | 0.00%             | 2027-03-14      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111365.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $229.70       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785476.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6386 | PA      | $6054.55      | 0.00%             | 2027-08-14      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016784.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $118.65       | 0.00%             | 2024-11-10      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782287.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1929.41      | 0.00%             | 2027-03-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265341.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8869 | PA      | $8816.87      | 0.00%             | 2026-12-16      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992625838.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.07        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784004.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $3001.99      | 0.00%             | 2027-03-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784514.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1273.15      | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783166.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $885.48       | 0.00%             | 2027-03-14      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992279083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1864.09      | 0.00%             | 2025-04-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992527758.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.56        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119937.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.97         | 0.00%             | 2028-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $15.40        | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970946.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $-2.29        | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017556.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $3380.13      | 0.00%             | 2026-11-10      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $25.84        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056202.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.19        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480052.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1956.13      | 0.00%             | 2029-01-21      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615996.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1846.48      | 0.00%             | 2024-08-30      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992050277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $89.53        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331794.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1692.53      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244217.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $46.28        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $8.11         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $104.15       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933656.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2018.90      | 0.00%             | 2027-04-12      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783542.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29491 | PA      | $29214.72     | 0.01%             | 2027-03-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13423519.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14526 | PA      | $3302.35      | 0.00%             | 2025-05-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110854.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $5116.58      | 0.00%             | 2026-11-24      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980485.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.17       | 0.00%             | 2024-03-07      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6140799.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5905 | PA      | $5587.81      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12931503.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22306 | PA      | $22611.21     | 0.01%             | 2027-04-18      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185498696.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22268 | PA      | $21674.82     | 0.01%             | 2027-01-26      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929765.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $956.74       | 0.00%             | 2027-04-11      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992517447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.93        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182279.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.98        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036905.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2613.52      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269672.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5606 | PA      | $5320.43      | 0.00%             | 2026-12-17      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992483310.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1411.28      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930475.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6002 | PA      | $5918.75      | 0.00%             | 2027-04-11      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481056.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $529.54       | 0.00%             | 2027-01-21      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422411.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1495.86      | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009408.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $344.30       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475998.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7935 | PA      | $7828.90      | 0.00%             | 2027-01-21      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248778.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.96        | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211451.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $646.64       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12953164.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7636 | PA      | $1627.07      | 0.00%             | 2024-03-08      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492586.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $447.75       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194967.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $1991.64      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13161478.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18933 | PA      | $18985.86     | 0.01%             | 2026-03-17      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc., Term Loan                                                               | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23685 | PA      | $22692.86     | 0.01%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991947784.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $63.25        | 0.00%             | 2024-03-09      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2924175.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48916 | PA      | $14069.87     | 0.00%             | 2027-09-11      | Fixed         | 29.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017808.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17409 | PA      | $17287.59     | 0.01%             | 2026-11-10      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                               | GPD Cos., Inc.                                                                                  | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1281120.00   | 0.45%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139577.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $177.01       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332787.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $352.48       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892653.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2129.52      | 0.00%             | 2024-10-21      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $203.28       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC, Term Loan                                                                         | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511650 | PA      | $502215.53    | 0.18%             | 2028-02-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13442546.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34848 | PA      | $34586.34     | 0.01%             | 2027-05-01      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992359205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2495 | PA      | $2587.52      | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $25.50        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.48         | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138WDT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79822 | PA      | $76532.18     | 0.03%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078730.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $725.90       | 0.00%             | 2024-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $154.22       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930803.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14470 | PA      | $14328.06     | 0.01%             | 2027-04-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $4.29         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992080766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $170.36       | 0.00%             | 2024-03-23      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784749.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11509 | PA      | $11400.65     | 0.00%             | 2027-03-14      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-09447197.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12909 | PA      | $13080.62     | 0.00%             | 2026-12-23      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037095.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1624.27      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268096.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19958 | PA      | $19811.12     | 0.01%             | 2026-12-17      | Fixed         | 8.29%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929114.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4273.09      | 0.00%             | 2025-04-11      | Fixed         | 22.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992389.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $350.62       | 0.00%             | 2024-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991946846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $618.66       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720447.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13238 | PA      | $3855.05      | 0.00%             | 2027-07-16      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1605545.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29405 | PA      | $28009.84     | 0.01%             | 2026-10-14      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245563.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4045.50      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743638.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8254 | PA      | $7878.33      | 0.00%             | 2025-04-06      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2006-GG7, Class AJ                                            | CUSIP: 20173MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194980 | PA      | $128940.00    | 0.05%             | 2038-07-10      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $154.52       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1691.80      | 0.00%             | 2025-04-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $105.39       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185689957.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9040 | PA      | $8742.71      | 0.00%             | 2027-02-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $757.83       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784267.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1616.69      | 0.00%             | 2025-03-14      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2942.72      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc., Term Loan                                                              | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    500000 | PA      | $481955.00    | 0.17%             | 2025-06-27      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733459.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22257 | PA      | $21325.21     | 0.01%             | 2027-03-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990621.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2538.96      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992599524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $609.61       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6252217.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7500 | PA      | $7024.57      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789388.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $158.16       | 0.00%             | 2027-03-14      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779812.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6545 | PA      | $6443.50      | 0.00%             | 2027-03-14      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13020600.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13646 | PA      | $13509.37     | 0.00%             | 2027-04-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363659.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $550.67       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991947006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $691.15       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781725.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $10493.64     | 0.00%             | 2027-03-14      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261569.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1815.08      | 0.00%             | 2024-12-16      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14210364.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7219 | PA      | $7312.57      | 0.00%             | 2024-06-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11605894.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14326 | PA      | $14518.47     | 0.01%             | 2026-12-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $373.60       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $408.92       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $134.33       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6246027.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45624 | PA      | $42414.42     | 0.01%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370862.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $145.15       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.16        | 0.00%             | 2024-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785517.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20085 | PA      | $19891.51     | 0.01%             | 2027-03-14      | Fixed         | 28.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $4.69         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6234422.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56004 | PA      | $52508.68     | 0.02%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $2003.11      | 0.00%             | 2027-02-18      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2777858.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3154.67      | 0.00%             | 2027-03-14      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929773.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8427 | PA      | $8270.30      | 0.00%             | 2025-04-11      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753443.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8091 | PA      | $7739.75      | 0.00%             | 2025-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10823341.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $12841.12     | 0.00%             | 2027-05-14      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11037126.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8948 | PA      | $9016.77      | 0.00%             | 2026-10-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991955016.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $13.64        | 0.00%             | 2025-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1073655.00   | 0.38%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783748.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $79.77        | 0.00%             | 2027-03-14      | Fixed         | 32.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $12.18        | 0.00%             | 2025-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657401.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9577 | PA      | $1422.71      | 0.00%             | 2027-07-18      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789028.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4064 | PA      | $3997.86      | 0.00%             | 2025-03-14      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472065.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6386 | PA      | $6342.53      | 0.00%             | 2027-01-20      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 160749557.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5005.84      | 0.00%             | 2024-10-30      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $-58.66       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474331.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8343 | PA      | $8297.61      | 0.00%             | 2027-01-20      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001495.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9106 | PA      | $8641.66      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                                | Charter Next Generation, Inc., First Lien Term Loan                                             | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    901120 | PA      | $876974.90    | 0.31%             | 2027-12-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015725.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1366.00      | 0.00%             | 2026-11-10      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12887758.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19745 | PA      | $19896.97     | 0.01%             | 2027-04-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33011 | PA      | $32694.34     | 0.01%             | 2027-03-14      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                 | Scientific Games Holdings LP, First Lien Term Loan                                              | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    507182 | PA      | $484914.48    | 0.17%             | 2029-04-04      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14439822.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6914 | PA      | $6998.11      | 0.00%             | 2027-06-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992441318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.09         | 0.00%             | 2027-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475548.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $4007.46      | 0.00%             | 2027-06-20      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992325632.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.03        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2921409.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2876.57      | 0.00%             | 2027-04-12      | Fixed         | 14.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456989.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $617.09       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $1.59         | 0.00%             | 2027-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.59        | 0.00%             | 2024-03-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S6, Class PT              | CUSIP: 21056AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78193 | PA      | $72897.97     | 0.03%             | 2044-10-17      | Variable      | 11.20%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784198.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $749.23       | 0.00%             | 2025-03-14      | Fixed         | 12.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269252.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4452 | PA      | $4426.08      | 0.00%             | 2026-12-17      | Fixed         | 29.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786989.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6772 | PA      | $6678.26      | 0.00%             | 2025-03-14      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430153.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17415 | PA      | $17415.04     | 0.01%             | 2027-03-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042993.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5686 | PA      | $5395.99      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.10        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779021.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6194.71      | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $73.07        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13443719.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8485 | PA      | $8489.02      | 0.00%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1647023.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21164 | PA      | $20600.76     | 0.01%             | 2026-10-29      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990987.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $1039.64      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991862467.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $223.25       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742810.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3639 | PA      | $3473.21      | 0.00%             | 2027-04-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13141094.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35356 | PA      | $35848.09     | 0.01%             | 2027-04-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685940.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1394.19      | 0.00%             | 2024-12-15      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248314.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $417.91       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11028232.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $5750.18      | 0.00%             | 2023-12-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992495847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $122.87       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6150788.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27060 | PA      | $25095.43     | 0.01%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3272 | PA      | $3334.39      | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112456.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $703.08       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721498.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $937.11       | 0.00%             | 2024-09-16      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785556.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6830 | PA      | $6765.34      | 0.00%             | 2027-08-14      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363570.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.64        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14569337.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14350 | PA      | $14239.77     | 0.00%             | 2027-08-07      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193576.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12228 | PA      | $11385.84     | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655652.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29197 | PA      | $28812.28     | 0.01%             | 2027-02-18      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211131.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $154.65       | 0.00%             | 2024-03-12      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783303.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9185 | PA      | $9100.41      | 0.00%             | 2027-03-14      | Fixed         | 27.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992571536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.51        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                   | ADMI Corp., Term Loan                                                                           | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    206716 | PA      | $188822.25    | 0.07%             | 2027-12-23      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109311.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $317.39       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269259.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2495 | PA      | $2475.73      | 0.00%             | 2026-12-17      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787675.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3024 | PA      | $2975.59      | 0.00%             | 2027-03-14      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6061540.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17201 | PA      | $15189.88     | 0.01%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11816991.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26333 | PA      | $26665.73     | 0.01%             | 2027-02-12      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992606880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $26.04        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016577.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1339.43      | 0.00%             | 2024-11-10      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779142.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4392.62      | 0.00%             | 2027-08-14      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112451.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1599.92      | 0.00%             | 2026-11-24      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 153285109.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10657 | PA      | $10357.75     | 0.00%             | 2024-06-12      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $638.15       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6120891.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14253 | PA      | $13698.28     | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154178.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $539.53       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658420.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18414 | PA      | $18399.75     | 0.01%             | 2027-05-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209506.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2692.99      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016853.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4553.73      | 0.00%             | 2026-11-10      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187525270.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20468 | PA      | $2628.14      | 0.00%             | 2027-03-29      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $570.44       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785144.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8843 | PA      | $8756.90      | 0.00%             | 2027-03-14      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1747200.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11189 | PA      | $11056.64     | 0.00%             | 2027-03-29      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992622043.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2130.63      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12984273.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35218 | PA      | $35752.41     | 0.01%             | 2027-04-08      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033378.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36700 | PA      | $34517.21     | 0.01%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782243.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2932.76      | 0.00%             | 2025-03-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781329.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $2284.58      | 0.00%             | 2027-03-14      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991867.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $592.36       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451902.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $-3.30        | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $328.23       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151805.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.43         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $115.66       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $529.21       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12884053.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22208 | PA      | $22540.90     | 0.01%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977340.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $3.29         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $23.75        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $10.09        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $2395.96      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187015036.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27512 | PA      | $26908.65     | 0.01%             | 2025-03-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $224.77       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788985.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6408 | PA      | $6344.74      | 0.00%             | 2027-03-14      | Fixed         | 24.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992252945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.28        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018421.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3785 | PA      | $2257.15      | 0.00%             | 2026-11-10      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933133.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27127 | PA      | $26828.51     | 0.01%             | 2025-04-12      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $315.45       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.42       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Gray Television, Inc.                                                        | Gray Television, Inc., Term Loan D                                                              | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    297744 | PA      | $289773.74    | 0.10%             | 2028-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220904.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.08        | 0.00%             | 2024-03-10      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782270.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1170.43      | 0.00%             | 2025-03-14      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269440.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $85.34        | 0.00%             | 2026-12-17      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $25.66        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992111474.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.72        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $208.28       | 0.00%             | 2024-04-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780445.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15801 | PA      | $15543.35     | 0.01%             | 2027-03-14      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $363.76       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473450.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21180 | PA      | $21032.59     | 0.01%             | 2027-01-20      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $761.26       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.70        | 0.00%             | 2023-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Camelot Finance SA                                                           | Camelot Finance SA                                                                              | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $657160.43    | 0.23%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732925.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11765 | PA      | $11404.79     | 0.00%             | 2025-03-22      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12250024.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7894 | PA      | $7854.06      | 0.00%             | 2025-01-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                                    | AZZ, Inc., Term Loan                                                                            | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256452 | PA      | $256732.43    | 0.09%             | 2029-05-13      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784235.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $706.37       | 0.00%             | 2027-03-14      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789071.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13605 | PA      | $13384.73     | 0.00%             | 2027-03-14      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992037522.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $428.82       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 156763102.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13445 | PA      | $12889.72     | 0.00%             | 2024-12-16      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.66        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14541539.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9364 | PA      | $9495.99      | 0.00%             | 2027-07-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.87        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $139.49       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.05        | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1196.68      | 0.00%             | 2027-01-21      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1682.97      | 0.00%             | 2025-04-19      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990930.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21211 | PA      | $19388.82     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $533.22       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857609.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.25        | 0.00%             | 2024-02-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.89        | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $8.33         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473063.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $905.87       | 0.00%             | 2027-01-20      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                          | PROG Holdings, Inc.                                                                             | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1128372.00   | 0.40%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186218827.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11355 | PA      | $11085.48     | 0.00%             | 2025-02-15      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016602.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10162 | PA      | $10030.74     | 0.00%             | 2026-11-10      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141440.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13013 | PA      | $12295.42     | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786129.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4592 | PA      | $4549.64      | 0.00%             | 2027-03-14      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.71         | 0.00%             | 2027-12-02      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745360.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4170 | PA      | $3985.15      | 0.00%             | 2025-04-08      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782503.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5061 | PA      | $5011.18      | 0.00%             | 2027-03-14      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933980.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4015 | PA      | $3973.36      | 0.00%             | 2025-04-12      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993848.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $1427.97      | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $377.78       | 0.00%             | 2025-03-15      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992273098.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.69        | 0.00%             | 2024-04-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721061.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4380 | PA      | $3534.80      | 0.00%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472806.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10605 | PA      | $10542.22     | 0.00%             | 2027-01-20      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733840.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8928 | PA      | $8547.32      | 0.00%             | 2027-03-23      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271113.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3133.80      | 0.00%             | 2026-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079417.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $623.91       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991951293.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1393.33      | 0.00%             | 2025-02-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928199.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $3717.80      | 0.00%             | 2027-09-11      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $400.49       | 0.00%             | 2024-04-03      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927991.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7953 | PA      | $7799.64      | 0.00%             | 2025-04-11      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992588453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.00        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266879.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $4433.03      | 0.00%             | 2027-05-16      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12798277.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20007 | PA      | $20256.22     | 0.01%             | 2027-03-29      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790447.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $2647.60      | 0.00%             | 2025-03-14      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4628 | PA      | $322.68       | 0.00%             | 2025-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734827.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13335 | PA      | $12786.18     | 0.00%             | 2027-03-24      | Fixed         | 13.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150429035.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13231 | PA      | $12539.06     | 0.00%             | 2024-10-31      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992501372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $175.26       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935825.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6125 | PA      | $6058.52      | 0.00%             | 2027-04-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.53         | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $59.05        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13059920.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $5048.82      | 0.00%             | 2024-04-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992328709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $72.21        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930402.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6089 | PA      | $6000.33      | 0.00%             | 2025-04-11      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753977.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $5092.95      | 0.00%             | 2025-04-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $405.37       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016186.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1327.97      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $931.31       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263533.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4350.61      | 0.00%             | 2026-12-16      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12798313.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34325 | PA      | $22123.73     | 0.01%             | 2027-03-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785427.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2190.30      | 0.00%             | 2027-03-14      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992485001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $819.72       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $19.81        | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110121.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13297 | PA      | $13195.10     | 0.00%             | 2024-11-24      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1090.46      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996345.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $1396.11      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753704.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2991 | PA      | $1815.98      | 0.00%             | 2025-04-07      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11019733.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41528 | PA      | $42021.70     | 0.01%             | 2026-10-30      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027178.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13719 | PA      | $13164.47     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6176406.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12376 | PA      | $11596.20     | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111505.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $163.72       | 0.00%             | 2024-11-24      | Fixed         | 28.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991875724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $110.97       | 0.00%             | 2025-02-24      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $312.42       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004628.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $1.60         | 0.00%             | 2027-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033003.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4840 | PA      | $4635.33      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $239.99       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.41         | 0.00%             | 2027-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $3.40         | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11801234.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4180 | PA      | $4219.50      | 0.00%             | 2024-02-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933386.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2413.71      | 0.00%             | 2027-04-12      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992476000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.80        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271155.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10558 | PA      | $10498.91     | 0.00%             | 2026-12-17      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10571038.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11684 | PA      | $11863.74     | 0.00%             | 2025-11-07      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                    | First Student Bidco, Inc., Term Loan C                                                          | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    132366 | PA      | $120039.22    | 0.04%             | 2028-07-21      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13422992.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26547 | PA      | $26433.08     | 0.01%             | 2027-05-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $623.85       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784013.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17402 | PA      | $17272.19     | 0.01%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653011.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2450 | PA      | $2426.66      | 0.00%             | 2025-02-18      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6053935.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1718.47      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2923.64      | 0.00%             | 2027-03-14      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992280888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $8.43         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790588.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3593 | PA      | $3560.15      | 0.00%             | 2027-03-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 174039720.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14943 | PA      | $0.00         | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179250.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24350 | PA      | $24646.28     | 0.01%             | 2025-05-05      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1506290 | PA      | $-1506290.24  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475296.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1725.43      | 0.00%             | 2027-01-20      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992157584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $1060.49      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6043261.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9485 | PA      | $8973.17      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001811.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $-8.63        | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058166.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $340.17       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $252.85       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787115.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19661 | PA      | $19523.88     | 0.01%             | 2027-03-14      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788390.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $2722.05      | 0.00%             | 2027-03-14      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $107.38       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.17        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264181.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $84.56        | 0.00%             | 2024-12-16      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930188.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2762 | PA      | $2731.18      | 0.00%             | 2025-04-11      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929551.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $2041.95      | 0.00%             | 2027-04-11      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781849.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9094 | PA      | $8948.07      | 0.00%             | 2027-03-14      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782136.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1546.65      | 0.00%             | 2025-03-14      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.84        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011467.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $3285.47      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779756.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4930.04      | 0.00%             | 2027-03-14      | Fixed         | 27.04%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA                                                                                            | CUSIP: 3140FXD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401268 | PA      | $367118.34    | 0.13%             | 2056-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344842.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $148.79       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024121.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4029 | PA      | $3689.28      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084912.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $1127.05      | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $277.09       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.57        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $0.51         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $6.62         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT              | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109765 | PA      | $103643.20    | 0.04%             | 2045-01-15      | Variable      | 15.30%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297152.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $381.42       | 0.00%             | 2025-04-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2410000 | PA      | $795300.00    | 0.28%             | 2049-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410182.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $4.61         | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $73.81        | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785009.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15720 | PA      | $15466.27     | 0.01%             | 2027-03-14      | Fixed         | 21.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894129.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2756 | PA      | $2727.54      | 0.00%             | 2026-10-21      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992551009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.67        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992241471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.12        | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928193.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $3040.23      | 0.00%             | 2027-04-11      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4398 | PA      | $4329.15      | 0.00%             | 2027-02-18      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                  | Emergent BioSolutions, Inc.                                                                     | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $448825.50    | 0.16%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20610 | PA      | $20406.43     | 0.01%             | 2027-04-11      | Fixed         | 10.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782787.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20418 | PA      | $20227.65     | 0.01%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992158034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $210.47       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $950.19       | 0.00%             | 2025-04-03      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379331.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1650.41      | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $229.84       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.06         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785579.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1535.16      | 0.00%             | 2027-03-14      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112554.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25576 | PA      | $25314.07     | 0.01%             | 2026-11-24      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13637168.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40510 | PA      | $41096.80     | 0.01%             | 2027-05-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088547.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.79        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062940.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16592 | PA      | $15766.56     | 0.01%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992321649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $750.80       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165576.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $168.64       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992273958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $75.79        | 0.00%             | 2025-03-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                | FNMA, Single-family, 30 Year                                                                    | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12136000 | PA      | $12169727.16  | 4.27%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268106.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20010 | PA      | $19899.09     | 0.01%             | 2026-12-17      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934275.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5226 | PA      | $5123.94      | 0.00%             | 2027-04-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992498461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $508.50       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781100.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $3016.82      | 0.00%             | 2027-03-14      | Fixed         | 27.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047259.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1593.49      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14434881.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11913 | PA      | $3414.15      | 0.00%             | 2027-06-17      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658437.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10315 | PA      | $9889.43      | 0.00%             | 2024-11-08      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928585.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $513.95       | 0.00%             | 2025-04-11      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068411.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $29.96        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $16.87        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472534.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2204.85      | 0.00%             | 2025-01-20      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787992.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5796 | PA      | $5740.91      | 0.00%             | 2027-03-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785821.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3995 | PA      | $3930.49      | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024943.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.99        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $299.54       | 0.00%             | 2025-04-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2019-1A, Class BR                                                   | CUSIP: 14316BAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1420500.72   | 0.50%             | 2031-04-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992599263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.99        | 0.00%             | 2024-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $202.39       | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Staples, Inc.                                                                | Staples, Inc., Term Loan B1                                                                     | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    943976 | PA      | $875405.31    | 0.31%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787379.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14410 | PA      | $14214.63     | 0.00%             | 2027-03-14      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1166.56      | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992604266.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.47        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785675.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $6141.27      | 0.00%             | 2027-03-14      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $97.35        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992250535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.15        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $21.31        | 0.00%             | 2024-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12780140.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9497 | PA      | $9587.70      | 0.00%             | 2025-03-01      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782859.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18696 | PA      | $5402.66      | 0.00%             | 2027-03-14      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781845.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17130 | PA      | $16965.62     | 0.01%             | 2027-03-14      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186968.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12915 | PA      | $12060.14     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $168.74       | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406809.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $198.20       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784984.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $355.18       | 0.00%             | 2025-03-14      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11820229.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12736 | PA      | $12711.64     | 0.00%             | 2026-12-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $640.39       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992488959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $442.28       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145289.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7143 | PA      | $6739.05      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931505.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12802 | PA      | $12682.94     | 0.00%             | 2027-04-11      | Fixed         | 18.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12796607.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29014 | PA      | $28872.98     | 0.01%             | 2027-02-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930454.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4857.41      | 0.00%             | 2027-09-11      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782778.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17314 | PA      | $17224.28     | 0.01%             | 2027-03-14      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992359827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $204.96       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $252.12       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.43       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992324104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.32         | 0.00%             | 2024-04-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995495.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37011 | PA      | $35350.66     | 0.01%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790081.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1197.58      | 0.00%             | 2027-03-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783179.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8098 | PA      | $7965.47      | 0.00%             | 2027-03-14      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $336.76       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991933958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $54.24        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.30        | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476707.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7170 | PA      | $7131.69      | 0.00%             | 2027-01-21      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201272.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $77.05        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13643398.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $6560.88      | 0.00%             | 2024-05-11      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991871191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $164.82       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $521.46       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992234259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.03        | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165881.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $7779.80      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128465.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.22        | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $438.86       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783865.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5018 | PA      | $4709.13      | 0.00%             | 2027-03-14      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $-17.77       | -0.00%            | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992447772.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $104.19       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018078.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3436 | PA      | $3408.85      | 0.00%             | 2026-11-10      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396003.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $278.75       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655306.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $762.44       | 0.00%             | 2025-02-18      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929073.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24293 | PA      | $24008.81     | 0.01%             | 2027-04-11      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Knot Worldwide, Inc. (The)                                                   | Knot Worldwide, Inc. (The), First Lien Term Loan                                                | CUSIP: 94847DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    393939 | PA      | $389999.37    | 0.14%             | 2025-12-19      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656742.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4882 | PA      | $4812.89      | 0.00%             | 2027-02-18      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $284.63       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933070.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1206.85      | 0.00%             | 2027-04-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361138.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $7.67         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016549.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $4910.67      | 0.00%             | 2026-11-10      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972979.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $9.14         | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2921340.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8932 | PA      | $8806.48      | 0.00%             | 2027-04-12      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929635.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1019.78      | 0.00%             | 2027-04-11      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892884.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $2081.50      | 0.00%             | 2026-10-21      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016137.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $853.12       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423510.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.14        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $574.72       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786173.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9777 | PA      | $9687.32      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107332.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $129.59       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420248.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $160.01       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653164.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9775 | PA      | $9661.92      | 0.00%             | 2027-02-18      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188023733.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7350 | PA      | $7156.51      | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784388.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $4059.93      | 0.00%             | 2027-03-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7393 | PA      | $7323.15      | 0.00%             | 2027-08-14      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $104.79       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $73.71        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991947664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $22.47        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $10.34        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750624.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8699 | PA      | $8425.60      | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $728.05       | 0.00%             | 2025-03-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653497.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14061 | PA      | $13942.62     | 0.00%             | 2027-02-18      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $20.18        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654297.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11930 | PA      | $11468.92     | 0.00%             | 2026-11-28      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181079 | PA      | $189239.47    | 0.07%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992508385.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $122.54       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991960370.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.59         | 0.00%             | 2028-01-07      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $102.95       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992409050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $676.48       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992538707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.12        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186241368.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28088 | PA      | $27509.12     | 0.01%             | 2027-02-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692548.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $10038.44     | 0.00%             | 2025-04-08      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061405.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24820 | PA      | $24618.21     | 0.01%             | 2027-04-18      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1434.18      | 0.00%             | 2024-04-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783518.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5549 | PA      | $5452.50      | 0.00%             | 2025-03-14      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13068321.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42057 | PA      | $42179.97     | 0.01%             | 2027-04-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163725.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.82        | 0.00%             | 2025-03-23      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111810.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1254.57      | 0.00%             | 2024-11-24      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782870.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1231.32      | 0.00%             | 2027-03-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992051522.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $58.78        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998297.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1112.16      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785258.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25612 | PA      | $25354.53     | 0.01%             | 2027-03-14      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992098088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $14.09        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934180.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2082.31      | 0.00%             | 2025-04-12      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13662283.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15951 | PA      | $16133.42     | 0.01%             | 2027-04-11      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $988.87       | 0.00%             | 2027-01-21      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891950.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43882 | PA      | $43720.61     | 0.02%             | 2026-10-21      | Fixed         | 29.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932973.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3180 | PA      | $3150.84      | 0.00%             | 2027-04-12      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1760856.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2794.66      | 0.00%             | 2025-04-18      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781813.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6368.99      | 0.00%             | 2025-03-14      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017531.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6664 | PA      | $6620.09      | 0.00%             | 2026-11-10      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735376.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12033 | PA      | $11610.66     | 0.00%             | 2025-03-25      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.76        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                | Upgrade, Inc., 24428460.UG.FTS.B                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $678.09       | 0.00%             | 2023-03-18      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991991.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.77         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $621.53       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295459.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $-0.13        | -0.00%            | 2027-11-11      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782772.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13793 | PA      | $2010.35      | 0.00%             | 2027-03-14      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009777.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5349 | PA      | $4645.56      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $351.21       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934291.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15494 | PA      | $15283.13     | 0.01%             | 2027-04-12      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.89         | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $75.07        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                  | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335254.00    | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088508.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $2144.28      | 0.00%             | 2025-03-23      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954603.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $135.36       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.24        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744779.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10048 | PA      | $9781.15      | 0.00%             | 2025-03-24      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       374 | PA      | $259.08       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12634752.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26313 | PA      | $26667.51     | 0.01%             | 2027-04-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148611207.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7734 | PA      | $7545.56      | 0.00%             | 2024-03-11      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688576.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9655 | PA      | $9188.69      | 0.00%             | 2027-01-13      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2725624.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43422 | PA      | $43205.18     | 0.02%             | 2027-03-14      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786029.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3431.03      | 0.00%             | 2027-03-14      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $516.64       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930302.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6671 | PA      | $6606.03      | 0.00%             | 2027-04-11      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475936.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4430.54      | 0.00%             | 2025-01-21      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474729.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $8782.00      | 0.00%             | 2027-01-20      | Fixed         | 20.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743969.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2348.18      | 0.00%             | 2025-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2619.62      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933363.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2612.64      | 0.00%             | 2025-04-12      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096495.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $1.27         | 0.00%             | 2027-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7802 | PA      | $7741.14      | 0.00%             | 2026-11-10      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10703763.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17858 | PA      | $18102.49     | 0.01%             | 2025-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561482.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18900 | PA      | $18983.66     | 0.01%             | 2025-11-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.03       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618560.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1317.58      | 0.00%             | 2024-08-20      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2924868.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5649 | PA      | $5541.29      | 0.00%             | 2027-04-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784624.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10038 | PA      | $9423.08      | 0.00%             | 2027-03-14      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992037631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $151.19       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14371219.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31936 | PA      | $32436.91     | 0.01%             | 2027-06-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $75.72        | 0.00%             | 2024-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786640.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4523 | PA      | $4475.25      | 0.00%             | 2027-03-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2104440.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5512 | PA      | $129.41       | 0.00%             | 2026-11-24      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $775.14       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                          | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                             | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $838851.41    | 0.29%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $3115.23      | 0.00%             | 2027-03-14      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261606.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4345.08      | 0.00%             | 2024-12-16      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694638.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $5229.41      | 0.00%             | 2025-02-06      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1676078.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9242 | PA      | $8915.90      | 0.00%             | 2026-12-21      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781015.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15213 | PA      | $15040.01     | 0.01%             | 2027-03-14      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350651.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $90.21        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733474.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17611 | PA      | $17078.02     | 0.01%             | 2027-03-22      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $4075.23      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779984.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7287 | PA      | $7169.28      | 0.00%             | 2027-03-14      | Fixed         | 19.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992545210.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $79.15        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $272.67       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $251.08       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6113472.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $1751.54      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.43        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143061.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3552 | PA      | $3374.58      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783654.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11733 | PA      | $11545.99     | 0.00%             | 2027-03-14      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-37, Class PT              | CUSIP: 21054QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104328 | PA      | $99812.21     | 0.03%             | 2044-10-17      | Variable      | 17.39%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $287.65       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                              | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $743347.07    | 0.26%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14385312.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32966 | PA      | $33476.23     | 0.01%             | 2027-06-28      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480405.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5078.69      | 0.00%             | 2027-01-21      | Fixed         | 10.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964858.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $-3.37        | -0.00%            | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932883.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1965.77      | 0.00%             | 2027-04-12      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.39        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934357.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9319 | PA      | $9227.28      | 0.00%             | 2027-04-12      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787376.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2487.14      | 0.00%             | 2027-03-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $293.08       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929733.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33433 | PA      | $33197.41     | 0.01%             | 2027-04-11      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $263.05       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399160.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1638.90      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464088.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.29        | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615740.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12372 | PA      | $11808.60     | 0.00%             | 2026-09-09      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $214.70       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105664.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.91         | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $413.43       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $10.73        | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992450032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $765.49       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187683423.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18483 | PA      | $18034.30     | 0.01%             | 2027-04-09      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992473599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $53.41        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992485527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $265.76       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.34        | 0.00%             | 2025-04-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361782.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $353.15       | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219983.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4087 | PA      | $3830.97      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6257152.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13754 | PA      | $12880.48     | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.70       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164713.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $624.10       | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343087.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $35.48        | 0.00%             | 2024-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13396926.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31737 | PA      | $31900.39     | 0.01%             | 2026-05-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742851.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3180 | PA      | $3073.02      | 0.00%             | 2025-03-28      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992328703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.79        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992187440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $55.05        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $212.27       | 0.00%             | 2025-04-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979939.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $338.24       | 0.00%             | 2024-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $13.70        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14179201.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10959 | PA      | $11096.92     | 0.00%             | 2026-06-08      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783910.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2215 | PA      | $2179.12      | 0.00%             | 2027-03-14      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $154.29       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.91        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       435 | PA      | $112.13       | 0.00%             | 2024-03-11      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071436.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.96       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.21        | 0.00%             | 2024-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930269.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3102.84      | 0.00%             | 2027-04-11      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $5.13         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781639.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $139.95       | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.93        | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12250721.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22043 | PA      | $21957.82     | 0.01%             | 2025-01-27      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $193.28       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992502694.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $319.80       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $6.99         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013648.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $2614.39      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931409.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5240 | PA      | $5182.28      | 0.00%             | 2027-04-11      | Fixed         | 29.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.64        | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1719755.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2767.01      | 0.00%             | 2026-09-16      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037606.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11611 | PA      | $11117.06     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $825.85       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480515.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1630.99      | 0.00%             | 2027-01-21      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341040.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $23.24        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202659.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.72        | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374354.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $131.46       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781445.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9654 | PA      | $9562.41      | 0.00%             | 2027-03-14      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $1.61         | 0.00%             | 2027-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064504.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $26.52        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12601811.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26976 | PA      | $27330.71     | 0.01%             | 2027-04-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112463.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $870.89       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12863914.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15883 | PA      | $15789.57     | 0.01%             | 2027-04-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783551.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7825 | PA      | $7748.38      | 0.00%             | 2027-03-14      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Coty, Inc.                                                                   | Coty, Inc., Term Loan B                                                                         | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |    427616 | PA      | $421522.93    | 0.15%             | 2025-04-07      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991866416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1139.23      | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $443.67       | 0.00%             | 2025-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $130.80       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785256.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44379 | PA      | $43954.18     | 0.02%             | 2027-03-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214868.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $463.47       | 0.00%             | 2024-04-05      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1393.38      | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992014781.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $209.91       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789064.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17357 | PA      | $17233.13     | 0.01%             | 2027-03-14      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $15.45        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183036.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $5322.87      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134379.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $1171.61      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780044.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $-7.37        | -0.00%            | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.91        | 0.00%             | 2025-04-16      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12890839.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10716 | PA      | $10867.06     | 0.00%             | 2027-04-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187417305.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9736 | PA      | $7589.14      | 0.00%             | 2027-11-20      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2924958.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $279.51       | 0.00%             | 2027-04-11      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779966.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9331 | PA      | $1350.98      | 0.00%             | 2025-03-14      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785552.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8382 | PA      | $8247.89      | 0.00%             | 2027-03-14      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476060.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5452 | PA      | $5427.06      | 0.00%             | 2027-01-21      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656345.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3119 | PA      | $3100.78      | 0.00%             | 2027-02-18      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13421220.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19024 | PA      | $19175.50     | 0.01%             | 2027-03-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1686336.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7212 | PA      | $6947.73      | 0.00%             | 2026-12-15      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174095.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3423 | PA      | $3202.05      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc., Term Loan                                                          | CUSIP: 58063DAC7<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    998484 | PA      | $942629.25    | 0.33%             | 2028-07-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281600.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $811.96       | 0.00%             | 2025-04-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997373.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $425.09       | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893365.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8202 | PA      | $8075.48      | 0.00%             | 2025-03-21      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383252.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $157.88       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1628368.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12987 | PA      | $12707.59     | 0.00%             | 2024-09-22      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.76         | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992277625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1363.81      | 0.00%             | 2027-04-13      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $179.28       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11755185.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25235 | PA      | $25593.30     | 0.01%             | 2026-12-23      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092477.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5004 | PA      | $5076.10      | 0.00%             | 2025-05-20      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161920.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $130.22       | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -4476022 | PA      | $-4476022.32  | -1.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783497.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3702 | PA      | $1088.41      | 0.00%             | 2027-03-14      | Fixed         | 28.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $416.57       | 0.00%             | 2025-03-09      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187825531.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8341 | PA      | $8046.72      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356492.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $7.54         | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754331.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $3937.04      | 0.00%             | 2025-04-10      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.64        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186713472.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16168 | PA      | $15851.25     | 0.01%             | 2027-03-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13441795.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26466 | PA      | $26753.17     | 0.01%             | 2026-05-01      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992495523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $429.78       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Osmosis Buyer Ltd.                                                           | Osmosis Buyer Ltd., Term Loan B                                                                 | CUSIP: 00132UAG9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1066071 | PA      | $1006771.22   | 0.35%             | 2028-07-31      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084233.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1339.50      | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126883.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $3304.91      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7570 | PA      | $7470.68      | 0.00%             | 2026-11-10      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14548905.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27886 | PA      | $27739.75     | 0.01%             | 2027-05-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $218.48       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781186.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $4425.25      | 0.00%             | 2027-03-14      | Fixed         | 16.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.83        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14325208.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9301 | PA      | $9365.47      | 0.00%             | 2027-06-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200784.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22929 | PA      | $21374.41     | 0.01%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992461302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.26        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 143897911.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5240 | PA      | $5125.02      | 0.00%             | 2023-12-31      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992216395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1439.46      | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786994.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $4273.27      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1477.79      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1488.43      | 0.00%             | 2025-03-10      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179452.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $1426.64      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780144.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14883 | PA      | $14677.46     | 0.01%             | 2027-03-14      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203477.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $537.00       | 0.00%             | 2024-04-05      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14561082.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23585 | PA      | $23558.07     | 0.01%             | 2027-07-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732934.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $2575.24      | 0.00%             | 2025-03-22      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225465.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $403.90       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655219.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23802 | PA      | $23517.26     | 0.01%             | 2027-02-18      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| Dryden 42 Senior Loan Fund                                                   | Dryden 42 Senior Loan Fund, Series 2016-42A, Class CR                                           | CUSIP: 26244YAQ9<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2265273.33   | 0.79%             | 2030-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005393.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4870 | PA      | $4624.20      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016900.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2502.85      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.93         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6139599.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25306 | PA      | $24226.49     | 0.01%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208334.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.85        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2655547.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13300 | PA      | $13111.61     | 0.00%             | 2025-02-18      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.08         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5914 | PA      | $5853.93      | 0.00%             | 2025-01-21      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743426.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6435 | PA      | $6210.32      | 0.00%             | 2025-03-23      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022048.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3182.42      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016541.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1669.88      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149853.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9034 | PA      | $8380.80      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743654.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2353.75      | 0.00%             | 2025-03-23      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054480.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9448 | PA      | $7768.96      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2773545.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1946.78      | 0.00%             | 2027-03-14      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374140.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $262.10       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165270.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12199 | PA      | $11361.74     | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782553.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $8965.46      | 0.00%             | 2027-03-14      | Fixed         | 22.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998278.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $824.37       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743174.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4071 | PA      | $3932.04      | 0.00%             | 2025-03-22      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13420080.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31066 | PA      | $30630.42     | 0.01%             | 2027-05-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788040.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2135.15      | 0.00%             | 2027-03-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992560169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $281.22       | 0.00%             | 2025-04-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781651.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3822 | PA      | $49.97        | 0.00%             | 2027-03-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112036.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1242.46      | 0.00%             | 2026-11-24      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017165.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $1004.15      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789724.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3806.98      | 0.00%             | 2027-03-14      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750234.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3250.24      | 0.00%             | 2025-04-06      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064235.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $1706.31      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $252.89       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9823 | PA      | $9706.05      | 0.00%             | 2025-01-21      | Fixed         | 23.65%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA                                                                                            | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7998 | PA      | $7812.44      | 0.00%             | 2032-06-01      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085334.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $46.17        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045673.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $1835.18      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187875093.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18528 | PA      | $18049.65     | 0.01%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 166745877.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9184 | PA      | $7722.84      | 0.00%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1757469.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $420.37       | 0.00%             | 2025-04-12      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627345.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8294 | PA      | $8022.94      | 0.00%             | 2026-09-21      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223672.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $247.41       | 0.00%             | 2024-04-06      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262614.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7101 | PA      | $7031.54      | 0.00%             | 2024-12-16      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $336.23       | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992212028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $334.20       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991930137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $218.63       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233445.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.23        | 0.00%             | 2025-03-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781250.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2273.87      | 0.00%             | 2027-03-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2271111.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $5357.27      | 0.00%             | 2026-12-17      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $110.98       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $178.52       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $407.64       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| MH Sub I LLC / Micro Holding Corp.                                           | MH Sub I LLC / Micro Holding Corp., First Lien Term Loan                                        | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    915814 | PA      | $891938.89    | 0.31%             | 2024-09-13      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992537398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1454.43      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401643.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $575.42       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC, First Lien Term Loan                                                              | CUSIP: 00488PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173077 | PA      | $167956.45    | 0.06%             | 2027-02-15      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786124.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8432 | PA      | $8351.36      | 0.00%             | 2027-03-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789538.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20320 | PA      | $20050.38     | 0.01%             | 2025-03-14      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029891.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6199 | PA      | $5925.69      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784962.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26372 | PA      | $26186.00     | 0.01%             | 2027-03-14      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12977040.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16284 | PA      | $16286.14     | 0.01%             | 2027-04-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081106.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.22        | 0.00%             | 2024-03-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655217.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11077 | PA      | $10951.14     | 0.00%             | 2027-02-18      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783467.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9561 | PA      | $9471.27      | 0.00%             | 2027-03-14      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785542.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4846 | PA      | $4780.77      | 0.00%             | 2027-03-14      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094543.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $14.11        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $175.13       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020735.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.41        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1164.45      | 0.00%             | 2025-04-20      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782777.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $330.75       | 0.00%             | 2025-03-14      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782059.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7243 | PA      | $7172.41      | 0.00%             | 2027-03-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.15       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987051.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $243.84       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111648.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1509.73      | 0.00%             | 2024-11-24      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $725.40       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890927.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $1435.70      | 0.00%             | 2024-10-21      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780191.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $4019.97      | 0.00%             | 2027-03-14      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753434.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7600 | PA      | $7360.92      | 0.00%             | 2025-04-06      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783642.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2923.12      | 0.00%             | 2027-03-14      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $52.67        | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $353.20       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992008307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.30        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993294.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.80        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042036.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2219 | PA      | $2150.61      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701837.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8777 | PA      | $8353.40      | 0.00%             | 2027-01-13      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $178.32       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016792.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1797.64      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270930.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $5788.22      | 0.00%             | 2025-05-17      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $795.72       | 0.00%             | 2025-04-10      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658107.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16869 | PA      | $16037.84     | 0.01%             | 2026-11-20      | Fixed         | 14.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $27.04        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992349299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $197.24       | 0.00%             | 2025-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674201.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9695 | PA      | $9787.94      | 0.00%             | 2025-04-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $190.49       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186235317.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6555 | PA      | $6423.12      | 0.00%             | 2025-02-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027133.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $2915.22      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12875152.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35115 | PA      | $35547.90     | 0.01%             | 2027-04-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.14        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6106260.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64218 | PA      | $60886.29     | 0.02%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674203.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12608 | PA      | $12151.93     | 0.00%             | 2026-12-17      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782638.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2280.25      | 0.00%             | 2025-03-14      | Fixed         | 6.35%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231024.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.18        | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6161346.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49125 | PA      | $46267.08     | 0.02%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2441362.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $4374.74      | 0.00%             | 2027-01-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016515.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $732.07       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1709645.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30217 | PA      | $29169.00     | 0.01%             | 2027-02-16      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148784147.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $3170.52      | 0.00%             | 2024-03-20      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $412.82       | 0.00%             | 2025-04-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13018575.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45156 | PA      | $45078.37     | 0.02%             | 2027-04-10      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012911.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $1542.83      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $147.79       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264265.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $411.66       | 0.00%             | 2024-04-05      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055586.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.56        | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $-7.83        | -0.00%            | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.          | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                             | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498275.16    | 0.17%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992320318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $46.19        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $293.76       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991944768.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.48        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2109591.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17310 | PA      | $17273.66     | 0.01%             | 2026-11-24      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207514.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8078 | PA      | $7599.23      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364824.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $32.14        | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2044.03      | 0.00%             | 2025-03-14      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $167.10       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154641.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $45.93        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209272.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $2682.45      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187785381.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32774 | PA      | $31913.64     | 0.01%             | 2027-04-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $52.71        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991929191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.56        | 0.00%             | 2024-03-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $78.59        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164895.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2657.51      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018112.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10124 | PA      | $10036.19     | 0.00%             | 2026-11-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270153.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3692.51      | 0.00%             | 2026-12-17      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471190.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $620.03       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785606.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $256.04       | 0.00%             | 2027-03-14      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-09045394.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10994 | PA      | $11142.18     | 0.00%             | 2027-06-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992590556.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.86        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992586194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1295.15      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13538222.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31330 | PA      | $31671.11     | 0.01%             | 2027-04-06      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.02       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $88.98        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.44        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $43.57        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6140575.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1751.48      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783990.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3191.16      | 0.00%             | 2027-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261540.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4509 | PA      | $4468.14      | 0.00%             | 2024-12-16      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6246379.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1556.04      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262852.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $857.52       | 0.00%             | 2027-05-16      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2909526.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6368 | PA      | $6307.52      | 0.00%             | 2027-04-11      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781142.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5415 | PA      | $5343.96      | 0.00%             | 2027-08-14      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788471.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2399.89      | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.06         | 0.00%             | 2027-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780354.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13498 | PA      | $13364.61     | 0.00%             | 2027-03-14      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014036.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3321 | PA      | $3149.14      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927750.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6769 | PA      | $6703.05      | 0.00%             | 2027-04-11      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987387.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1681.59      | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12982177.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17394 | PA      | $17267.17     | 0.01%             | 2027-05-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187490013.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17292 | PA      | $16931.91     | 0.01%             | 2025-04-10      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2924786.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5754 | PA      | $5689.81      | 0.00%             | 2027-04-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.09         | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785894.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $148.19       | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $215.86       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371401.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $22.97        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13161529.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32224 | PA      | $32602.58     | 0.01%             | 2025-04-30      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011596.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $6535.30      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116322.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $120.00       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175153.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.93        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186800.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10999 | PA      | $10354.22     | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993934.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1675.41      | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $172.50       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342047.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $793.36       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083872.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2203 | PA      | $2297.59      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12637418.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21661 | PA      | $21888.52     | 0.01%             | 2027-04-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $150.73       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268926.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23560 | PA      | $23210.65     | 0.01%             | 2026-12-17      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162012.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.20        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348109.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $829.34       | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180722.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.84         | 0.00%             | 2024-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207882.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $1977.52      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267972.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $730.83       | 0.00%             | 2024-12-17      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.89        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270380.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15469 | PA      | $15233.39     | 0.01%             | 2027-05-17      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217497.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7410 | PA      | $6948.89      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136593.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3356 | PA      | $3219.87      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991982221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $539.54       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992130283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $152.86       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929881.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $6087.64      | 0.00%             | 2025-04-11      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784498.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38940 | PA      | $38537.07     | 0.01%             | 2025-03-14      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782190.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1046.43      | 0.00%             | 2027-03-14      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4630 | PA      | $4389.29      | 0.00%             | 2027-02-16      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $158.96       | 0.00%             | 2024-03-12      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992539629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.21        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928017.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $4218.08      | 0.00%             | 2025-04-11      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992138560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.99        | 0.00%             | 2025-03-09      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630498.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8175 | PA      | $7918.27      | 0.00%             | 2024-09-27      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $374.48       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418463.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $507.16       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6140638.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $6703.02      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038037.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3309.47      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782467.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16491 | PA      | $16327.51     | 0.01%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $94.15        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992325161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $33.80        | 0.00%             | 2024-04-18      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.81        | 0.00%             | 2024-04-02      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992591527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.38        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338360.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.98        | 0.00%             | 2024-04-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -717500 | PA      | $-717500.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992534666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $162.49       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.60        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971937.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $178.06       | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733924.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3911 | PA      | $3792.03      | 0.00%             | 2025-03-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456807.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $94.22        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -196125 | PA      | $-196125.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144498.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1184.39      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187298854.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31687 | PA      | $30871.80     | 0.01%             | 2027-04-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11694729.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10797 | PA      | $10870.07     | 0.00%             | 2025-02-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367217.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $757.03       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14229868.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42102 | PA      | $42135.07     | 0.01%             | 2025-06-08      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991850940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $592.99       | 0.00%             | 2025-02-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110925.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24923 | PA      | $24729.71     | 0.01%             | 2026-11-24      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338892.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $6.32         | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1702464.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14468 | PA      | $13945.42     | 0.00%             | 2027-01-14      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481090.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $248.55       | 0.00%             | 2025-01-21      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127354.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8526 | PA      | $8074.71      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785547.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7099 | PA      | $7037.12      | 0.00%             | 2027-03-14      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743134.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14059 | PA      | $13397.82     | 0.00%             | 2027-04-06      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992281411.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8231 | PA      | $8391.43      | 0.00%             | 2025-04-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $190.73       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13645609.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35815 | PA      | $36370.88     | 0.01%             | 2027-05-24      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992542456.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1282.92      | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223411.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $155.74       | 0.00%             | 2025-04-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334506.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.23        | 0.00%             | 2024-03-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2470384.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5363 | PA      | $5046.13      | 0.00%             | 2027-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741714.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11562 | PA      | $11213.55     | 0.00%             | 2025-03-24      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148026.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $622.68       | 0.00%             | 2024-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782511.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2584 | PA      | $2555.89      | 0.00%             | 2025-03-14      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992690.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $224.59       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992168020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $3.35         | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $135.79       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480153.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1203.61      | 0.00%             | 2027-01-21      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2233679.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5448 | PA      | $5409.02      | 0.00%             | 2026-12-16      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478818.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7454 | PA      | $7364.43      | 0.00%             | 2025-01-21      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166067.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $20.70        | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151456.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $88.51        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932120.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5082 | PA      | $5024.06      | 0.00%             | 2027-04-11      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $65.67        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $339.63       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653474.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31462 | PA      | $31013.61     | 0.01%             | 2027-07-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410379.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.83        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $4104.01      | 0.00%             | 2025-01-21      | Fixed         | 19.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685919.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16563 | PA      | $15898.65     | 0.01%             | 2024-12-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12889290.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6943 | PA      | $6981.25      | 0.00%             | 2027-04-17      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110949.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2444.43      | 0.00%             | 2026-11-24      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12767903.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7870 | PA      | $7782.11      | 0.00%             | 2025-04-17      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158171.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $715.98       | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11034210.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10817 | PA      | $1097.76      | 0.00%             | 2026-10-19      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14057879.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15116 | PA      | $15153.07     | 0.01%             | 2027-05-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343678.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $175.33       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783896.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4477 | PA      | $1311.42      | 0.00%             | 2025-03-14      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016392.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $845.93       | 0.00%             | 2026-11-10      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744388.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12559 | PA      | $12148.80     | 0.00%             | 2025-04-07      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779777.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3624.20      | 0.00%             | 2025-03-14      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126364.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10218 | PA      | $9839.20      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755468.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20345 | PA      | $19500.86     | 0.01%             | 2025-04-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933632.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5571 | PA      | $5510.16      | 0.00%             | 2027-04-12      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $891.17       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015678.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6849 | PA      | $6778.42      | 0.00%             | 2024-11-10      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $1120.83      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891523.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12633 | PA      | $12539.57     | 0.00%             | 2026-10-21      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471667.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6954.67      | 0.00%             | 2027-01-20      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650983.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $3958.24      | 0.00%             | 2024-11-05      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787329.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $3061.16      | 0.00%             | 2027-03-14      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1647056.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4473.08      | 0.00%             | 2026-10-29      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1607264.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12097 | PA      | $11570.76     | 0.00%             | 2026-08-18      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2777044.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3921.22      | 0.00%             | 2027-03-14      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701831.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8591 | PA      | $8278.47      | 0.00%             | 2027-01-13      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $4.24         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997646.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6830 | PA      | $6539.17      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788530.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22449 | PA      | $22147.27     | 0.01%             | 2027-03-14      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.15         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001581.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22648 | PA      | $21665.38     | 0.01%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992609572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $100.91       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422929.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $191.78       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1712932.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3128 | PA      | $3080.89      | 0.00%             | 2026-09-16      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.42        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128514.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1595.94      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269419.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8332 | PA      | $8205.31      | 0.00%             | 2026-12-17      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992538751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $28.14        | 0.00%             | 2024-04-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6228983.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1756.18      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473348.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13071 | PA      | $12971.42     | 0.00%             | 2025-01-21      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                                       | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276100.52    | 0.10%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2258081.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4432 | PA      | $4402.79      | 0.00%             | 2026-12-16      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992556301.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014401.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5823 | PA      | $5528.02      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.73        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.98        | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2095.63      | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012584.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $2048.25      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12232207.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15648 | PA      | $15670.52     | 0.01%             | 2027-03-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929214.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $999.24       | 0.00%             | 2027-04-11      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.36        | 0.00%             | 2025-03-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786774.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2802 | PA      | $2763.77      | 0.00%             | 2025-03-14      | Fixed         | 18.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $23.67        | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1889324.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8794 | PA      | $613.82       | 0.00%             | 2026-10-21      | Fixed         | 29.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.88       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992546771.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3365.15      | 0.00%             | 2025-04-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187147644.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29448 | PA      | $28055.52     | 0.01%             | 2027-03-16      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187399946.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $716.75       | 0.00%             | 2027-03-31      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6224766.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16300 | PA      | $15323.34     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141532.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.97        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980333.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $318.43       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048204.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $134.19       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $52.20        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $111.87       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086135.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $380.73       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $278.63       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6046816.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1239 | PA      | $1074.41      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $537.13       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782565.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13153 | PA      | $13059.47     | 0.00%             | 2027-03-14      | Fixed         | 8.84%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166304.79    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.68        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010369.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4846 | PA      | $4403.53      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $196.91       | 0.00%             | 2025-04-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255845.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3477.06      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013859.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11614 | PA      | $11122.75     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673135.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $241.67       | 0.00%             | 2024-12-15      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394298.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $7.85         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111351.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $-34.85       | -0.00%            | 2027-04-24      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150330237.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6341.38      | 0.00%             | 2024-06-17      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784175.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14902 | PA      | $14754.20     | 0.01%             | 2025-03-14      | Fixed         | 15.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18250 | PA      | $18084.73     | 0.01%             | 2027-11-21      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674359.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $2647.99      | 0.00%             | 2026-12-20      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| ASP Blade Holdings, Inc.                                                     | ASP Blade Holdings, Inc., Term Loan                                                             | CUSIP: 00217HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549021 | PA      | $440246.16    | 0.15%             | 2028-10-13      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $4.07         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.12        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.86         | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13402497.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17938 | PA      | $18054.61     | 0.01%             | 2027-03-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                       | Cengage Learning, Inc., First Lien Term Loan B                                                  | CUSIP: 15134NAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    983372 | PA      | $886726.17    | 0.31%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014890.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12526 | PA      | $11682.40     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992425133.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $883.65       | 0.00%             | 2024-04-16      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12890485.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13285 | PA      | $13226.64     | 0.00%             | 2027-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065487.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.34        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992630723.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.91        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.13        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $82.17        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005567.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9274 | PA      | $7898.13      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.57        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992478249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $624.01       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785436.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1271.30      | 0.00%             | 2027-03-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $25.47        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952166.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $449.80       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149208.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1024.50      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733819.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7894 | PA      | $7592.69      | 0.00%             | 2025-03-23      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930547.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $3021.55      | 0.00%             | 2027-04-11      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.11        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787232.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $3098.70      | 0.00%             | 2027-03-14      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185744461.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5885 | PA      | $5727.28      | 0.00%             | 2025-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482232.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $10.02        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $291.13       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                            | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $294458.00    | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $161.18       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784662.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4475 | PA      | $4430.66      | 0.00%             | 2027-03-14      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478464.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3138 | PA      | $3122.30      | 0.00%             | 2027-01-21      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13845 | PA      | $13712.38     | 0.00%             | 2026-11-10      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1488.32      | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Glatfelter Corp.                                                             | Glatfelter Corp.                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $241040.20    | 0.08%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $396.79       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $7.84         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056191.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3387.12      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $404.03       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064293.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4154 | PA      | $3976.50      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998507.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $415.34       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930918.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $5327.75      | 0.00%             | 2027-04-11      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742819.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11284 | PA      | $10924.12     | 0.00%             | 2027-04-19      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992207780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.90       | 0.00%             | 2025-04-02      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $171.30       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187492389.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5057 | PA      | $4943.74      | 0.00%             | 2027-03-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $-5.60        | -0.00%            | 2027-01-20      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207171.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11265 | PA      | $10435.99     | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789121.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $3002.10      | 0.00%             | 2027-03-14      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932094.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10095 | PA      | $9931.14      | 0.00%             | 2027-04-12      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12413477.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10796 | PA      | $10801.80     | 0.00%             | 2027-04-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Aventiv Technologies LLC                                                     | Aventiv Technologies LLC, First Lien Term Loan                                                  | CUSIP: 78410QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1921621 | PA      | $1450977.79   | 0.51%             | 2024-11-01      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304659.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.35        | 0.00%             | 2024-04-12      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145461394.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3154.59      | 0.00%             | 2024-01-10      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992271681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $100.60       | 0.00%             | 2025-04-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695235.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10307 | PA      | $9821.16      | 0.00%             | 2027-01-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016148.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9329 | PA      | $7664.11      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $793.66       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13394495.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15062 | PA      | $15268.51     | 0.01%             | 2027-05-13      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992014057.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $62.82        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356638.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $160.96       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145625511.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $6034.79      | 0.00%             | 2024-01-02      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $577.49       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005813.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8834 | PA      | $7523.05      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780478.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $70.23        | 0.00%             | 2027-03-14      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $895.08       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.84        | 0.00%             | 2024-03-13      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149764.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1488.94      | 0.00%             | 2025-03-30      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.67        | 0.00%             | 2024-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653299.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3952 | PA      | $3929.04      | 0.00%             | 2027-02-18      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968447.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1248.09      | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $175.52       | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5476.79      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004440.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $744.73       | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1655001.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1299.19      | 0.00%             | 2024-10-26      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654898.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22685 | PA      | $22489.47     | 0.01%             | 2027-02-18      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785428.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $3581.23      | 0.00%             | 2027-03-14      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476942.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $3030.72      | 0.00%             | 2025-01-21      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $83.60        | 0.00%             | 2024-04-08      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668188.50    | 0.23%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14540850.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $794.49       | 0.00%             | 2026-05-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475643.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $427.94       | 0.00%             | 2027-01-20      | Fixed         | 29.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $340.95       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc.                                                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1026514.06   | 0.36%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.98        | 0.00%             | 2025-04-18      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783159.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3552.41      | 0.00%             | 2027-03-14      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6258965.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3180.56      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $11.67        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992325295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $190.86       | 0.00%             | 2025-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143389.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $295.62       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $5.69         | 0.00%             | 2025-03-12      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148978.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $5752.71      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167993948.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $3045.75      | 0.00%             | 2023-10-16      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992620023.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.00         | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11444368.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10693 | PA      | $10757.71     | 0.00%             | 2025-06-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268468.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3101 | PA      | $3080.03      | 0.00%             | 2026-12-17      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992313095.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $2044.52      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475619.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4409 | PA      | $319.21       | 0.00%             | 2025-01-20      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992000896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $214.47       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.94       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784402.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $3807.50      | 0.00%             | 2027-03-14      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990537.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $699.55       | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379490.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $267.57       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1746128.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $694.75       | 0.00%             | 2025-04-11      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308240.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $435.76       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $143.36       | 0.00%             | 2024-03-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13302130.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24831 | PA      | $12336.35     | 0.00%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779425.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9991 | PA      | $9833.88      | 0.00%             | 2027-03-14      | Fixed         | 21.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110708.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5333 | PA      | $5273.55      | 0.00%             | 2026-11-24      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992444515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $178.08       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.97        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782783.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2375.23      | 0.00%             | 2029-03-14      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2325 | PA      | $-87.12       | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $303.41       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208167.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.19        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $712.50       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785432.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7280 | PA      | $7216.11      | 0.00%             | 2027-03-14      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6234975.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $942.98       | 0.00%             | 2024-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055313.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $212.59       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656850.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $68.27        | 0.00%             | 2027-02-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930179.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $823.42       | 0.00%             | 2025-04-11      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007425.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $287.81       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789710.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4313 | PA      | $592.48       | 0.00%             | 2027-03-14      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992303576.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $-0.97        | -0.00%            | 2025-04-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169526.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $324.17       | 0.00%             | 2025-04-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481818.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15154 | PA      | $-14.01       | -0.00%            | 2027-01-21      | Fixed         | 30.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075782.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.34        | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1668.56      | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.23         | 0.00%             | 2025-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14558687.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13565 | PA      | $13377.89     | 0.00%             | 2025-07-07      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780043.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1969.26      | 0.00%             | 2027-03-14      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477988.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $495.05       | 0.00%             | 2027-01-21      | Fixed         | 10.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782852.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $987.45       | 0.00%             | 2027-03-14      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203669.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.03        | 0.00%             | 2024-04-03      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267743.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $1075.68      | 0.00%             | 2026-12-17      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $442.69       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992584431.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.16       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11742645.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16364 | PA      | $16535.64     | 0.01%             | 2024-02-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14444232.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15477 | PA      | $15402.23     | 0.01%             | 2027-05-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343783.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $6.38         | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.59         | 0.00%             | 2028-01-08      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $168.09       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781217.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11774 | PA      | $11659.78     | 0.00%             | 2027-03-14      | Fixed         | 20.42%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187047351.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16331 | PA      | $15940.42     | 0.01%             | 2027-03-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $58.65        | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783638.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6266 | PA      | $6198.65      | 0.00%             | 2025-03-14      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.86        | 0.00%             | 2024-04-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780444.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23938 | PA      | $23713.27     | 0.01%             | 2027-03-14      | Fixed         | 14.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992170886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.88        | 0.00%             | 2024-04-02      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.11         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992320370.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $239.37       | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959640.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $341.21       | 0.00%             | 2025-03-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC, First Lien Term Loan                                                              | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    781910 | PA      | $735624.41    | 0.26%             | 2027-02-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042505.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992184446.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $6.78         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992194074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1856.65      | 0.00%             | 2025-04-02      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| City Brewing Co. LLC                                                         | City Brewing Co. LLC, First Lien Term Loan                                                      | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    471429 | PA      | $211553.57    | 0.07%             | 2028-04-05      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476441.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $4867.56      | 0.00%             | 2027-01-21      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352243.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $237.87       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2012751.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9932 | PA      | $9768.30      | 0.00%             | 2026-11-10      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14865343.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30513 | PA      | $30953.71     | 0.01%             | 2025-07-21      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266831.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $541.07       | 0.00%             | 2026-12-16      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017166.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4537.96      | 0.00%             | 2026-11-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $493.32       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196430.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.36        | 0.00%             | 2024-04-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471202.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $391.34       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $40.08        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744195.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $4024.70      | 0.00%             | 2025-03-29      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                            | Spin Holdco, Inc., Term Loan                                                                    | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1277250 | PA      | $1083746.63   | 0.38%             | 2028-03-04      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2248.08      | 0.00%             | 2025-03-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $381.60       | 0.00%             | 2025-04-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2260486.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13489 | PA      | $13418.86     | 0.00%             | 2026-12-17      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480574.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $10.02        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784318.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4771 | PA      | $4723.81      | 0.00%             | 2025-03-14      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091300.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $21.01        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $7.89         | 0.00%             | 2025-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929906.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12294 | PA      | $12151.27     | 0.00%             | 2027-09-11      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6178414.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26468 | PA      | $24524.71     | 0.01%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749460.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6286 | PA      | $6085.99      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789765.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18197 | PA      | $18012.84     | 0.01%             | 2027-03-14      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928840.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13294 | PA      | $946.28       | 0.00%             | 2027-04-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1682398.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18796 | PA      | $15801.09     | 0.01%             | 2024-12-21      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126159.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20207 | PA      | $19122.77     | 0.01%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992318374.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $-4.64        | -0.00%            | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270592.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1239 | PA      | $87.64        | 0.00%             | 2026-12-17      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786060.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3582 | PA      | $3534.16      | 0.00%             | 2027-03-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.11        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685976.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6762.72      | 0.00%             | 2026-12-29      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $170.42       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323183.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31614 | PA      | $31568.29     | 0.01%             | 2027-05-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6190028.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $843.38       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200282.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $3103.14      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13375770.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19428 | PA      | $19438.11     | 0.01%             | 2027-03-28      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085469.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $377.17       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376828.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $283.43       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992629857.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $400.80       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991951547.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $214.33       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892098.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4456 | PA      | $321.79       | 0.00%             | 2026-10-21      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685577.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13409 | PA      | $12973.15     | 0.00%             | 2026-12-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018382.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $192.55       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410060.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $-1.08        | -0.00%            | 2024-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992522882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $418.86       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744162.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28842 | PA      | $27824.60     | 0.01%             | 2025-03-29      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656373.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2559 | PA      | $2522.82      | 0.00%             | 2025-07-18      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11035966.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7068 | PA      | $7074.27      | 0.00%             | 2026-12-13      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                      | Leeward Renewable Energy Operations LLC                                                         | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855667.87    | 0.30%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $-14.95       | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088590.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $432.43       | 0.00%             | 2024-03-22      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270214.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $-2.05        | -0.00%            | 2024-12-17      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024417.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14923 | PA      | $14151.46     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041732.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $580.35       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992411855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.29         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784372.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5784 | PA      | $5686.22      | 0.00%             | 2025-03-14      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.20        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $838.55       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111679.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9496 | PA      | $9378.61      | 0.00%             | 2027-04-24      | Fixed         | 26.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268673.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23718 | PA      | $1693.14      | 0.00%             | 2026-12-17      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13436993.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23168 | PA      | $23515.32     | 0.01%             | 2027-05-15      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992992.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $254.56       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.05        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270906.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $367.00       | 0.00%             | 2026-12-17      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750198.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15311 | PA      | $14826.88     | 0.01%             | 2027-04-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239701.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2450.95      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786222.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17560 | PA      | $17435.74     | 0.01%             | 2027-03-14      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12888880.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25409 | PA      | $8168.73      | 0.00%             | 2025-04-16      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789252.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18584 | PA      | $18407.64     | 0.01%             | 2027-03-14      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992612415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $156.59       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6011501.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12621 | PA      | $12076.55     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022949.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12713 | PA      | $12136.79     | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13323228.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6260 | PA      | $6334.53      | 0.00%             | 2024-05-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 3138WDKS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116318 | PA      | $111523.70    | 0.04%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $-2.53        | -0.00%            | 2024-04-02      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992275068.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $316.15       | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072262.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $997.83       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785834.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23260 | PA      | $22010.01     | 0.01%             | 2027-03-14      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2014-1A, Class CR2                                                        | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $403117.58    | 0.14%             | 2031-04-18      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477133.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7676 | PA      | $7639.38      | 0.00%             | 2027-01-21      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497391.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.59        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269403.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12383 | PA      | $12289.95     | 0.00%             | 2026-12-17      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471304.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $713.82       | 0.00%             | 2025-01-20      | Fixed         | 8.33%                 | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc., Term Loan B4                                                                   | CUSIP: 05508TAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $380464.00    | 0.13%             | 2026-10-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.10        | 0.00%             | 2027-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787335.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2862 | PA      | $2834.96      | 0.00%             | 2027-03-14      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991972794.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1483.11      | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1716737.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2442.48      | 0.00%             | 2026-09-16      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992473215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.91        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2027-12-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992040849.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.02        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1163.22      | 0.00%             | 2025-04-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA I, Single-family, 30 Year                                                                  | CUSIP: 36213QXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110889 | PA      | $114199.67    | 0.04%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755057.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31388 | PA      | $30408.58     | 0.01%             | 2027-04-08      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.05        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11924095.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22857 | PA      | $22857.88     | 0.01%             | 2027-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 156702788.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10319 | PA      | $9969.15      | 0.00%             | 2024-08-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265116.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1409.59      | 0.00%             | 2026-12-16      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12845270.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36203 | PA      | $36377.33     | 0.01%             | 2027-04-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708757.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23780 | PA      | $22671.80     | 0.01%             | 2027-02-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $86.03        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992145625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $168.77       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967623.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $178.30       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891064.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $2907.43      | 0.00%             | 2024-10-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| CHG Healthcare Services, Inc.                                                | CHG Healthcare Services, Inc., First Lien Term Loan                                             | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    425385 | PA      | $417085.38    | 0.15%             | 2028-09-29      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355805.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.86        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13420504.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7638 | PA      | $7721.14      | 0.00%             | 2024-03-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Zekelman Industries, Inc.                                                    | Zekelman Industries, Inc., Term Loan                                                            | CUSIP: 98931YAC7<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    398458 | PA      | $389990.57    | 0.14%             | 2027-01-24      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009284.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $251.41       | 0.00%             | 2025-03-05      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.59       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6199792.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1077.52      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215920.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $34.16        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784870.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7071 | PA      | $7001.68      | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.88         | 0.00%             | 2027-11-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992504830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $384.18       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                        | Hexion Holdings Corp., Second Lien Term Loan                                                    | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279070 | PA      | $221860.47    | 0.08%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13416776.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12950 | PA      | $12935.36     | 0.00%             | 2027-05-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685970.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7629 | PA      | $1796.77      | 0.00%             | 2024-12-15      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294062.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $486.64       | 0.00%             | 2024-04-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991943144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $1.71         | 0.00%             | 2025-02-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089711.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $246.41       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342749.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $875.39       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1404 | PA      | $1478.13      | 0.00%             | 2030-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985169.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.44        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 149742003.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8183 | PA      | $7961.55      | 0.00%             | 2024-04-05      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184962324.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3704 | PA      | $3623.08      | 0.00%             | 2025-01-20      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270716.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4413 | PA      | $4388.25      | 0.00%             | 2026-12-17      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4221 | PA      | $4179.21      | 0.00%             | 2025-03-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992173268.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $226.76       | 0.00%             | 2024-04-01      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781080.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1561.35      | 0.00%             | 2027-03-14      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 154945152.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6105 | PA      | $5908.63      | 0.00%             | 2024-07-11      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $31.43        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10903724.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29259 | PA      | $29718.65     | 0.01%             | 2026-03-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781200.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9038 | PA      | $8891.06      | 0.00%             | 2027-03-14      | Fixed         | 19.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992414337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $187.83       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472226.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $2943.82      | 0.00%             | 2027-01-20      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $129.07       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152758.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.88        | 0.00%             | 2024-03-30      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781466.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1567.35      | 0.00%             | 2027-03-14      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017516.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5555 | PA      | $5236.34      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991848952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2027-12-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930887.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $42.12        | 0.00%             | 2027-04-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262151.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19082 | PA      | $18960.64     | 0.01%             | 2026-12-16      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263141.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18730 | PA      | $1326.56      | 0.00%             | 2026-12-16      | Fixed         | 30.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933915.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7401 | PA      | $7280.33      | 0.00%             | 2027-04-12      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785114.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10715 | PA      | $10614.70     | 0.00%             | 2027-03-14      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13193722.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20697 | PA      | $20954.83     | 0.01%             | 2027-05-09      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479867.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2818.15      | 0.00%             | 2027-01-21      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $9.57         | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167738.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $771.69       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014505.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52241 | PA      | $49522.23     | 0.02%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992441926.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $1003.58      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785081.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15448 | PA      | $15337.79     | 0.01%             | 2027-03-14      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240450.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21736 | PA      | $20372.54     | 0.01%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259101.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $2957.87      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932740.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $31.00        | 0.00%             | 2027-04-12      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732946.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11807 | PA      | $11350.48     | 0.00%             | 2025-03-22      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656469.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5581.59      | 0.00%             | 2027-02-18      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DAB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7322 | PA      | $7516.31      | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958748.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.28       | 0.00%             | 2024-03-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992043880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $83.59        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782562.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10949 | PA      | $10839.74     | 0.00%             | 2027-03-14      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13435327.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22334 | PA      | $22667.94     | 0.01%             | 2027-05-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675613.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10231 | PA      | $10328.18     | 0.00%             | 2025-02-28      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6043231.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1675.01      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2905065.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1689.56      | 0.00%             | 2027-04-11      | Fixed         | 14.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $135.29       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422269.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $233.16       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.15        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782730.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9060 | PA      | $8912.74      | 0.00%             | 2027-03-14      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $-5.67        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478245.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4516 | PA      | $1314.79      | 0.00%             | 2027-01-21      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087994.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $15.04        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995749.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13465 | PA      | $12279.52     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162696.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.80        | 0.00%             | 2025-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786010.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20064 | PA      | $19889.20     | 0.01%             | 2027-03-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780798.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7916 | PA      | $7859.95      | 0.00%             | 2027-03-14      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                     | VICI Properties LP / VICI Note Co., Inc.                                                        | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $636562.50    | 0.22%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187775878.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18395 | PA      | $17966.25     | 0.01%             | 2027-03-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $28.83        | 0.00%             | 2025-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $187.14       | 0.00%             | 2024-04-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742152.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4757 | PA      | $4578.34      | 0.00%             | 2025-03-25      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263216.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $844.92       | 0.00%             | 2026-12-16      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928173.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2954 | PA      | $2904.62      | 0.00%             | 2027-04-11      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Tory Burch LLC                                                               | Tory Burch LLC, Term Loan B                                                                     | CUSIP: 89148GAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212354 | PA      | $196782.30    | 0.07%             | 2028-04-16      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071158.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $536.34       | 0.00%             | 2025-02-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236543.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $6537.74      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782751.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9031 | PA      | $8883.77      | 0.00%             | 2027-03-14      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408343.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $0.44         | 0.00%             | 2027-11-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134832.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.64        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355224.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $391.96       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268708.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4286.51      | 0.00%             | 2026-12-17      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790669.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4896.38      | 0.00%             | 2027-03-14      | Fixed         | 32.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127587.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $399.68       | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933047.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5353 | PA      | $5316.32      | 0.00%             | 2027-04-12      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992519901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $7.38         | 0.00%             | 2024-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933323.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8521 | PA      | $8438.61      | 0.00%             | 2027-04-12      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.80        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997495.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8828 | PA      | $8389.07      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741156.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $4974.90      | 0.00%             | 2025-03-23      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12953839.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9031 | PA      | $906.19       | 0.00%             | 2025-03-08      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475760.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16374 | PA      | $16292.45     | 0.01%             | 2027-01-20      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261893.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3700 | PA      | $265.38       | 0.00%             | 2026-12-16      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11694989.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17674 | PA      | $18023.66     | 0.01%             | 2026-04-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090758.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2897.83      | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1656663.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3946 | PA      | $3826.67      | 0.00%             | 2024-10-29      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992142473.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $424.07       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992523692.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $10.51        | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992457156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.70        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016796.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2648.70      | 0.00%             | 2026-11-10      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6120991.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46341 | PA      | $43937.02     | 0.02%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934026.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9208 | PA      | $9085.15      | 0.00%             | 2027-04-12      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31412XKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114945 | PA      | $119304.76    | 0.04%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352382.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $-5.00        | -0.00%            | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092596.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $333.32       | 0.00%             | 2025-03-23      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143142.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $6714.21      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1718422.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8386 | PA      | $8058.63      | 0.00%             | 2025-02-22      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6172361.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $804.50       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11764476.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8352 | PA      | $8485.83      | 0.00%             | 2026-02-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015746.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2563.26      | 0.00%             | 2026-11-10      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304294.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $269.29       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114995.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $329.04       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784893.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10090 | PA      | $9992.80      | 0.00%             | 2027-03-14      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2112534.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23391 | PA      | $23207.96     | 0.01%             | 2026-11-24      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078333.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $15.18        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932027.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $5105.33      | 0.00%             | 2025-04-11      | Fixed         | 6.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262271.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8475 | PA      | $8347.51      | 0.00%             | 2026-12-16      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786729.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18154 | PA      | $17058.00     | 0.01%             | 2027-03-14      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478515.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11908 | PA      | $11815.83     | 0.00%             | 2025-01-21      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476779.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $996.42       | 0.00%             | 2027-01-21      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186738.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3810 | PA      | $3546.92      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930355.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4550.87      | 0.00%             | 2027-04-11      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992313494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $68.58        | 0.00%             | 2025-04-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $291.35       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187430105.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11025 | PA      | $10752.23     | 0.00%             | 2027-03-25      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.03        | 0.00%             | 2025-04-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136011.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7367 | PA      | $6973.86      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780313.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44170 | PA      | $43740.50     | 0.02%             | 2027-03-14      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10769538.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22868 | PA      | $22995.04     | 0.01%             | 2026-10-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $279.79       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148823.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2340.30      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11750342.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24620 | PA      | $14111.27     | 0.00%             | 2025-02-05      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6218208.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5356 | PA      | $5035.52      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2001495.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $958.69       | 0.00%             | 2024-11-10      | Fixed         | 15.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628585.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18690 | PA      | $18593.59     | 0.01%             | 2027-05-16      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187835579.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4501.20      | 0.00%             | 2027-03-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782914.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $4952.85      | 0.00%             | 2027-03-14      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475396.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41844 | PA      | $41618.01     | 0.01%             | 2027-01-20      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232913.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $146.98       | 0.00%             | 2025-03-15      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6007117.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2459.76      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991930962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $317.03       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143774.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $20.01        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657454.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3797.82      | 0.00%             | 2025-07-18      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800786.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18196 | PA      | $18401.29     | 0.01%             | 2027-03-01      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788688.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9592.88      | 0.00%             | 2027-03-14      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783876.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20761 | PA      | $20561.38     | 0.01%             | 2027-03-14      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015939.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5952 | PA      | $5742.40      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1615752.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9608 | PA      | $9183.65      | 0.00%             | 2026-08-16      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351042.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $237.30       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12787387.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13158 | PA      | $13250.53     | 0.00%             | 2027-04-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417452.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.31        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.33        | 0.00%             | 2024-04-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257450.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $180.22       | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752558.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10779 | PA      | $10435.70     | 0.00%             | 2027-04-05      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13413205.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12514 | PA      | $12502.52     | 0.00%             | 2027-03-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236626.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2576.33      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $110.34       | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368975.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $719.87       | 0.00%             | 2024-04-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $764.82       | 0.00%             | 2024-04-02      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045253.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6167 | PA      | $5852.27      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109531.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $25.19        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991850458.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $508.81       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6053380.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14628 | PA      | $13721.57     | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $64.13        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099081.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1088.66      | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787448.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1197.57      | 0.00%             | 2027-03-14      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $392.84       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407611.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $17.21        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781389.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17721 | PA      | $17550.04     | 0.01%             | 2027-03-14      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $1034.05      | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6171559.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40922 | PA      | $38193.33     | 0.01%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270002.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3797 | PA      | $3762.96      | 0.00%             | 2026-12-17      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934951.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $1256.42      | 0.00%             | 2027-04-12      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Vertex Aerospace Services Corp.                                              | Vertex Aerospace Services Corp., First Lien Term Loan                                           | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550751 | PA      | $541889.86    | 0.19%             | 2028-12-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $2073.07      | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14267414.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32049 | PA      | $32229.92     | 0.01%             | 2027-06-23      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.14        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471359.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2887.91      | 0.00%             | 2025-01-20      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928720.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48538 | PA      | $47903.66     | 0.02%             | 2027-09-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12796424.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13602 | PA      | $13478.30     | 0.00%             | 2027-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1254.65      | 0.00%             | 2026-12-17      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783290.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6829 | PA      | $6765.68      | 0.00%             | 2027-03-14      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 149860763.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $6898.46      | 0.00%             | 2024-04-09      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995980.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $-16.77       | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368154.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $350.67       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $468.09       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267064.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $152.25       | 0.00%             | 2026-12-16      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377954.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $272.55       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2260646.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3851 | PA      | $3816.90      | 0.00%             | 2024-12-16      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $237.80       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992045986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $4.02         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785947.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $3326.15      | 0.00%             | 2025-03-14      | Fixed         | 11.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13251266.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13875 | PA      | $14049.84     | 0.00%             | 2025-03-28      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928237.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39239 | PA      | $38864.02     | 0.01%             | 2027-04-11      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477396.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $3022.38      | 0.00%             | 2027-01-21      | Fixed         | 26.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $153.78       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1628009.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3504.00      | 0.00%             | 2024-09-28      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $223.29       | 0.00%             | 2024-04-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780491.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16610 | PA      | $16384.30     | 0.01%             | 2025-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929537.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19443 | PA      | $19123.22     | 0.01%             | 2027-04-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12139430.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1845.28      | 0.00%             | 2027-03-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227108.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $707.98       | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221268.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $609.18       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992186189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1243.84      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088318.UG.FTS                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $179.36       | 0.00%             | 2026-06-01      | Fixed         | 0.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655802.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32584 | PA      | $32308.00     | 0.01%             | 2025-02-18      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110920.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11461 | PA      | $11326.32     | 0.00%             | 2026-11-24      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016228.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3402.93      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789256.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39558 | PA      | $11106.67     | 0.00%             | 2027-03-14      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058404.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6316 | PA      | $5987.67      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992407.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $244.67       | 0.00%             | 2025-03-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035977.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5457 | PA      | $5185.57      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389152.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $-4.02        | -0.00%            | 2025-04-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 155019513.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5803.82      | 0.00%             | 2024-07-11      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $691.93       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288979.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $882.19       | 0.00%             | 2024-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.09       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656206.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18350 | PA      | $5156.22      | 0.00%             | 2027-02-18      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343925.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $124.76       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652640.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15835 | PA      | $15735.08     | 0.01%             | 2027-02-18      | Fixed         | 22.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786543.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $182.18       | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015895.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $620.85       | 0.00%             | 2026-11-10      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135790.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $2.22         | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753656.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22624 | PA      | $21608.29     | 0.01%             | 2027-04-07      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $5970.00      | 0.00%             | 2025-03-14      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $210.35       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235251.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.80        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10116903.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19715 | PA      | $19977.04     | 0.01%             | 2026-08-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078559.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $458.08       | 0.00%             | 2025-03-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783270.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18698 | PA      | $18521.48     | 0.01%             | 2027-03-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306619.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $174.35       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928998.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16126 | PA      | $15913.16     | 0.01%             | 2027-09-11      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14393547.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8286 | PA      | $8397.05      | 0.00%             | 2025-06-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13439563.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13986 | PA      | $7890.88      | 0.00%             | 2027-05-13      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 163609311.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10546 | PA      | $0.00         | 0.00%             | 2032-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928485.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4661 | PA      | $4608.89      | 0.00%             | 2027-04-11      | Fixed         | 27.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.49       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245170.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1260.90      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4938 | PA      | $346.86       | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782056.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7342 | PA      | $7245.39      | 0.00%             | 2027-03-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $2052.92      | 0.00%             | 2025-04-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2109608.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $542.27       | 0.00%             | 2026-11-24      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217322.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $5379.47      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12880695.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9521 | PA      | $3294.50      | 0.00%             | 2027-04-03      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148110315.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7004 | PA      | $6992.71      | 0.00%             | 2024-02-29      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.65        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2920414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24426 | PA      | $24087.48     | 0.01%             | 2027-04-11      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783898.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4554.24      | 0.00%             | 2027-03-14      | Fixed         | 11.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025755.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.14         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093193.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1051 | PA      | $1074.42      | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473351.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $2450.25      | 0.00%             | 2025-01-20      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $194.97       | 0.00%             | 2027-05-16      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481245.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2307 | PA      | $2280.95      | 0.00%             | 2025-01-21      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $356.00       | 0.00%             | 2025-03-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654476.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9891 | PA      | $9828.51      | 0.00%             | 2027-02-18      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $234.74       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732931.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11684 | PA      | $11325.00     | 0.00%             | 2025-03-22      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $166.63       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143047.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1194.70      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039680.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $119.47       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992252962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.54        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783338.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14261 | PA      | $14126.37     | 0.00%             | 2027-03-14      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6202771.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54914 | PA      | $51666.27     | 0.02%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.      | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.                         | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268402.50    | 0.09%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4532 | PA      | $4510.92      | 0.00%             | 2027-01-21      | Fixed         | 29.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187787243.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14732 | PA      | $14281.52     | 0.01%             | 2027-04-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $103.40       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018328.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1055.15      | 0.00%             | 2026-11-10      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6179839.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48537 | PA      | $45707.94     | 0.02%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381662.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $212.23       | 0.00%             | 2025-04-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932763.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4687.48      | 0.00%             | 2027-04-12      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782598.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4025 | PA      | $3985.19      | 0.00%             | 2027-03-14      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256633.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $359.01       | 0.00%             | 2024-04-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255365.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4159 | PA      | $3837.80      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368093.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $891.96       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2256028.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5233 | PA      | $5159.48      | 0.00%             | 2026-12-17      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789750.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3739 | PA      | $3702.69      | 0.00%             | 2027-03-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $256.09       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032664.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6375.83      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $92.81        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650971.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21264 | PA      | $20427.98     | 0.01%             | 2026-11-05      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420413.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $112.08       | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891901.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $145.32       | 0.00%             | 2026-10-21      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721123.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1092.64      | 0.00%             | 2025-02-16      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474275.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1773.57      | 0.00%             | 2025-01-21      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037433.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1083.18      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.10        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $3976.39      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255721.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9848 | PA      | $9223.28      | 0.00%             | 2024-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494860.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $16.44        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.18        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404979.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $644.92       | 0.00%             | 2024-04-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1667217.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5384 | PA      | $5188.25      | 0.00%             | 2024-11-15      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930602.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10707 | PA      | $3131.60      | 0.00%             | 2027-04-11      | Fixed         | 32.00%                | No            |                  3 | On Loan: No      |
| Magenta Buyer LLC                                                            | Magenta Buyer LLC, First Lien Term Loan                                                         | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689489 | PA      | $593608.99    | 0.21%             | 2028-07-27      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785600.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $1708.83      | 0.00%             | 2027-08-14      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380070.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $68.89        | 0.00%             | 2024-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478250.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7166 | PA      | $7099.06      | 0.00%             | 2025-01-21      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187864418.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22819 | PA      | $22016.10     | 0.01%             | 2027-04-01      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673333.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5693 | PA      | $5492.82      | 0.00%             | 2024-12-15      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017367.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29583 | PA      | $29098.38     | 0.01%             | 2026-11-10      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263757.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6633 | PA      | $6594.17      | 0.00%             | 2026-12-16      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298213.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $35.21        | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6147356.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $4138.52      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240359.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7827 | PA      | $7335.56      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186904219.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13480 | PA      | $13115.00     | 0.00%             | 2027-03-11      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784273.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $102.74       | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992615020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.12         | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251985.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.43         | 0.00%             | 2027-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933861.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2570.39      | 0.00%             | 2025-04-12      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466482.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $1421.50      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991940362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $300.68       | 0.00%             | 2025-03-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1674698.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4087.75      | 0.00%             | 2026-12-17      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991929089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.14         | 0.00%             | 2028-01-03      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991965134.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $165.14       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785264.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $938.29       | 0.00%             | 2027-03-14      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10190160.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8797 | PA      | $8915.64      | 0.00%             | 2026-09-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1614934.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2051.44      | 0.00%             | 2024-08-26      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.03        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14268521.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45536 | PA      | $46268.95     | 0.02%             | 2027-06-27      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169499.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2379.75      | 0.00%             | 2024-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478384.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1775.34      | 0.00%             | 2027-01-21      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992509276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.21        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $5.97         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.20        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2242546.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9554 | PA      | $9417.84      | 0.00%             | 2026-12-16      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021257.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $717.21       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184898062.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8873 | PA      | $8569.92      | 0.00%             | 2027-01-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3363 | PA      | $3408.61      | 0.00%             | 2025-04-19      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017922.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12674 | PA      | $12554.75     | 0.00%             | 2026-11-10      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2008161.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6482 | PA      | $6438.02      | 0.00%             | 2026-11-10      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $742.47       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $60.12        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110153.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1403.96      | 0.00%             | 2024-11-24      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473331.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15047 | PA      | $14488.90     | 0.01%             | 2027-01-20      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1704948.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9546 | PA      | $9219.86      | 0.00%             | 2025-01-19      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932085.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1523.99      | 0.00%             | 2027-04-12      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2014044.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3567 | PA      | $3539.11      | 0.00%             | 2026-11-10      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12731627.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22568 | PA      | $22853.13     | 0.01%             | 2027-04-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367590.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $329.54       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992634019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.27        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784365.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $991.57       | 0.00%             | 2027-03-14      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015784.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $2037.16      | 0.00%             | 2026-11-10      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429650.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $859.27       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997270.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1444 | PA      | $1371.83      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183886.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $146.99       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754278.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13890 | PA      | $13251.87     | 0.00%             | 2027-04-12      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $322.90       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266529.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6843 | PA      | $6783.28      | 0.00%             | 2027-10-16      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13628483.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9068 | PA      | $9113.26      | 0.00%             | 2025-03-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999549.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $440.27       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781744.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13851 | PA      | $13716.38     | 0.00%             | 2027-03-14      | Fixed         | 27.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786747.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $3601.65      | 0.00%             | 2027-03-14      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429035.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $142.24       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781166.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9592 | PA      | $9462.34      | 0.00%             | 2027-03-14      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6229351.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31827 | PA      | $29929.87     | 0.01%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227126.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $3556.29      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443403.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.51        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894732.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2700 | PA      | $2691.16      | 0.00%             | 2024-10-21      | Fixed         | 18.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $468.60       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167809066.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $0.00         | 0.00%             | 2025-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795625.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17347 | PA      | $17571.55     | 0.01%             | 2027-03-29      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $367.01       | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009208.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $404.65       | 0.00%             | 2024-03-11      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046105.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.06         | 0.00%             | 2027-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752915.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22499 | PA      | $21788.31     | 0.01%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781520.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13709 | PA      | $-795.67      | -0.00%            | 2027-08-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786678.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3513.52      | 0.00%             | 2027-03-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.05         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678714.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13286 | PA      | $12862.24     | 0.00%             | 2026-12-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6200642.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1187.60      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 163847398.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5238 | PA      | $5105.35      | 0.00%             | 2024-12-26      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934835.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14454 | PA      | $1038.32      | 0.00%             | 2027-04-12      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6144883.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3013 | PA      | $2852.88      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264467.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19155 | PA      | $17997.16     | 0.01%             | 2026-12-16      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $332.04       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100630.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $410.80       | 0.00%             | 2025-03-25      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $168.62       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2459372.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12561 | PA      | $12494.59     | 0.00%             | 2027-01-21      | Fixed         | 5.76%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2758459.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9200 | PA      | $1355.82      | 0.00%             | 2027-03-14      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781353.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28214 | PA      | $28017.48     | 0.01%             | 2027-03-14      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $241.12       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6030291.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $491.61       | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14547768.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35979 | PA      | $36465.28     | 0.01%             | 2027-06-22      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992409797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $119.10       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331468.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $150.56       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185491610.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9191 | PA      | $8894.09      | 0.00%             | 2027-02-03      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992444171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $453.51       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991942370.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $44.87        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.85        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $2033.70      | 0.00%             | 2025-04-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782645.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12145 | PA      | $11930.82     | 0.00%             | 2025-03-14      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.75       | 0.00%             | 2025-04-01      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.58        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785555.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $76.54        | 0.00%             | 2027-03-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6254832.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4756 | PA      | $4379.15      | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $47.17        | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6221188.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56460 | PA      | $52533.06     | 0.02%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111433.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4284 | PA      | $4236.21      | 0.00%             | 2026-11-24      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.92       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261375.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $816.76       | 0.00%             | 2025-05-16      | Fixed         | 28.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128723.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.98        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991855828.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $3.67         | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781968.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9118 | PA      | $9026.08      | 0.00%             | 2027-03-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259271.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $4240.59      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1757481.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8081 | PA      | $7826.90      | 0.00%             | 2025-04-12      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6051007.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29205 | PA      | $27558.01     | 0.01%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890831.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $5267.97      | 0.00%             | 2026-10-21      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310638.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1084.08      | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006952.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.00        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6044841.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11017 | PA      | $10449.90     | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017672.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1143.64      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475257.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7009 | PA      | $6974.62      | 0.00%             | 2027-01-20      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481731.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $2593.74      | 0.00%             | 2025-01-21      | Fixed         | 11.13%                | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                        | Charlotte Buyer, Inc., First Lien Term Loan B                                                   | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268817 | PA      | $255489.24    | 0.09%             | 2028-02-11      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -910000 | PA      | $-910000.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015837.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11195 | PA      | $11104.87     | 0.00%             | 2024-11-10      | Fixed         | 15.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265288.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $1079.19      | 0.00%             | 2026-12-16      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783998.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1784.93      | 0.00%             | 2027-03-14      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222974.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-01-08      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475887.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8590 | PA      | $8515.51      | 0.00%             | 2027-01-20      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229520.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $712.24       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996697.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14866 | PA      | $14206.97     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782131.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16169 | PA      | $16009.79     | 0.01%             | 2027-03-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788594.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7798 | PA      | $2264.51      | 0.00%             | 2027-03-14      | Fixed         | 26.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935140.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2939.92      | 0.00%             | 2027-04-12      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992239076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $413.19       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14419233.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9306 | PA      | $3202.82      | 0.00%             | 2025-07-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.36       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2271183.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1735.42      | 0.00%             | 2024-12-17      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693783.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2114.70      | 0.00%             | 2025-01-12      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784513.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29619 | PA      | $29257.59     | 0.01%             | 2027-03-14      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $54.65        | 0.00%             | 2025-04-16      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932339.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5629 | PA      | $5572.87      | 0.00%             | 2027-04-12      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935536.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1593.28      | 0.00%             | 2027-04-12      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217157.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1596.56      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13010437.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29234 | PA      | $29220.97     | 0.01%             | 2027-04-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472771.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1614.58      | 0.00%             | 2025-01-20      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $246.20       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269286.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25120 | PA      | $24889.60     | 0.01%             | 2026-12-17      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289187.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $193.77       | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721566.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $5053.86      | 0.00%             | 2024-09-16      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT               | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116721 | PA      | $110598.50    | 0.04%             | 2045-03-15      | Variable      | 14.76%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992284206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $34.99        | 0.00%             | 2024-04-04      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2109723.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37368 | PA      | $37085.09     | 0.01%             | 2026-11-24      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654135.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24988 | PA      | $7323.22      | 0.00%             | 2027-02-18      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992194496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.89        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13199267.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5119 | PA      | $5183.02      | 0.00%             | 2024-05-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $110.40       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                    | Outfront Media Capital LLC / Outfront Media Capital Corp.                                       | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90179.64     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782105.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43923 | PA      | $43612.29     | 0.02%             | 2027-03-14      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781929.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1490.29      | 0.00%             | 2027-03-14      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.17        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $93.21        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992183256.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.75        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755058.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $1956.13      | 0.00%             | 2025-04-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265692.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6568 | PA      | $6474.31      | 0.00%             | 2026-12-16      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285986.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $91.94        | 0.00%             | 2025-04-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $740.00       | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786097.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $242.87       | 0.00%             | 2025-03-14      | Fixed         | 29.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784664.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9579 | PA      | $9487.05      | 0.00%             | 2027-03-14      | Fixed         | 12.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11694088.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40460 | PA      | $40696.82     | 0.01%             | 2026-02-01      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416946.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $403.15       | 0.00%             | 2024-04-18      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231132.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $117.28       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250243.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $890.82       | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187914496.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4690 | PA      | $4601.63      | 0.00%             | 2025-04-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $-0.91        | -0.00%            | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2263455.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10534 | PA      | $1536.34      | 0.00%             | 2027-05-16      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $21.85        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787204.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35313 | PA      | $34980.70     | 0.01%             | 2027-03-14      | Fixed         | 27.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779778.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15234 | PA      | $15028.39     | 0.01%             | 2027-03-14      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734272.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14692 | PA      | $14234.46     | 0.00%             | 2027-03-23      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655952.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10608 | PA      | $10484.21     | 0.00%             | 2027-02-18      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991965195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $212.02       | 0.00%             | 2025-03-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365477.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.63         | 0.00%             | 2027-12-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6186400.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13227 | PA      | $12226.58     | 0.00%             | 2024-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987070.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $814.59       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| ECi Macola / MAX Holding LLC                                                 | ECi Macola / MAX Holding LLC, First Lien Term Loan                                              | CUSIP: 26825UAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    622058 | PA      | $598730.51    | 0.21%             | 2027-11-09      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.77        | 0.00%             | 2024-04-01      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 159322847.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16333 | PA      | $15713.05     | 0.01%             | 2024-10-08      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933623.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5595 | PA      | $5659.92      | 0.00%             | 2024-04-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992403010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.72        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480061.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9964 | PA      | $9910.83      | 0.00%             | 2027-01-21      | Fixed         | 5.73%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655559.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $431.42       | 0.00%             | 2027-02-18      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| United AirLines, Inc.                                                        | United AirLines, Inc., Term Loan B                                                              | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1263701 | PA      | $1251329.50   | 0.44%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978896.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $890.08       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $344.62       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265302.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $332.78       | 0.00%             | 2026-12-16      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476870.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2665.87      | 0.00%             | 2027-01-21      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144245.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $45.69        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477324.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $-19.73       | -0.00%            | 2027-01-21      | Fixed         | 31.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $185.04       | 0.00%             | 2025-04-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780940.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10915 | PA      | $1634.08      | 0.00%             | 2027-03-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744574.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2596.83      | 0.00%             | 2027-04-07      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992512527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.10        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992439548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $329.33       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14576001.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21568 | PA      | $21582.95     | 0.01%             | 2027-07-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $747.85       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13022008.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33441 | PA      | $33784.70     | 0.01%             | 2027-03-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $180.14       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017442.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3764 | PA      | $538.56       | 0.00%             | 2027-04-10      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $413.38       | 0.00%             | 2024-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779415.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4390 | PA      | $4125.38      | 0.00%             | 2027-08-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $431.91       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790017.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $124.91       | 0.00%             | 2027-03-14      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095056.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $117.68       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427199.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1113.47      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933334.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5731 | PA      | $5691.93      | 0.00%             | 2027-04-12      | Fixed         | 10.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992584170.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.77        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930991.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $54.89        | 0.00%             | 2027-04-11      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781467.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6295 | PA      | $932.67       | 0.00%             | 2027-03-14      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977207.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.21        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $149.53       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992542647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.31        | 0.00%             | 2023-08-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187581793.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13408 | PA      | $13062.00     | 0.00%             | 2027-03-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193329.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6106 | PA      | $5663.94      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473054.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15924 | PA      | $15789.36     | 0.01%             | 2025-01-20      | Fixed         | 10.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784104.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $5043.39      | 0.00%             | 2027-03-14      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368149.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $-14.58       | -0.00%            | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750600.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13992 | PA      | $13317.68     | 0.00%             | 2027-04-07      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785167.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7844 | PA      | $7759.82      | 0.00%             | 2025-03-14      | Fixed         | 12.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12542914.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12184 | PA      | $11971.61     | 0.00%             | 2027-04-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443789.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $339.12       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153342.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2036.92      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DFZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17718 | PA      | $18726.80     | 0.01%             | 2030-02-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $994.41       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930503.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4554 | PA      | $4491.24      | 0.00%             | 2027-04-11      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4933 | PA      | $4854.33      | 0.00%             | 2027-03-14      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782584.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15277 | PA      | $15071.45     | 0.01%             | 2027-03-14      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788496.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7033 | PA      | $6965.50      | 0.00%             | 2027-03-14      | Fixed         | 28.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476209.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $593.58       | 0.00%             | 2025-01-21      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477325.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31925 | PA      | $31617.40     | 0.01%             | 2025-01-21      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1190.88      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14397947.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7073 | PA      | $7074.05      | 0.00%             | 2026-06-16      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992242905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.21        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740181.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4711 | PA      | $4489.47      | 0.00%             | 2027-03-22      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481616.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $2819.22      | 0.00%             | 2027-01-21      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $208.63       | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6223816.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3394.46      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361834.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $327.72       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $428.48       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929736.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13895 | PA      | $13744.57     | 0.00%             | 2025-04-11      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2626.77      | 0.00%             | 2025-04-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992583905.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.07        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476474.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2246.39      | 0.00%             | 2027-01-21      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785761.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34760 | PA      | $34587.18     | 0.01%             | 2027-03-14      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892541.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $445.94       | 0.00%             | 2026-10-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $119.57       | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12764 | PA      | $12646.22     | 0.00%             | 2027-04-12      | Fixed         | 17.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781674.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $5954.27      | 0.00%             | 2027-03-14      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2266895.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3498.71      | 0.00%             | 2026-12-16      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6219192.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $811.88       | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.27        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165932.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $2890.07      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928810.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5201 | PA      | $2997.31      | 0.00%             | 2027-04-11      | Fixed         | 25.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.89        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Dryden 38 Senior Loan Fund                                                   | Dryden 38 Senior Loan Fund, Series 2015-38A, Class DR                                           | CUSIP: 26249QAY4<br>LEI: 549300ARO9JRDQL4OE07 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2291982.93   | 0.80%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992034517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1077.90      | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785889.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5226 | PA      | $243.62       | 0.00%             | 2027-03-14      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14402256.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8176 | PA      | $8252.69      | 0.00%             | 2024-05-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187276072.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8017 | PA      | $7833.58      | 0.00%             | 2025-03-17      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929979.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9599 | PA      | $9505.98      | 0.00%             | 2027-04-12      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931006.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7531 | PA      | $7451.67      | 0.00%             | 2027-04-12      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $2019.33      | 0.00%             | 2025-03-15      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.88        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024588.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $5769.64      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992603797.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.19        | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784679.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $2088.47      | 0.00%             | 2027-03-14      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076874.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $242.23       | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075500.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $475.30       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784677.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $926.64       | 0.00%             | 2027-03-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025753.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1125.37      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2259738.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2822.32      | 0.00%             | 2026-12-16      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735709.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3009 | PA      | $2916.75      | 0.00%             | 2025-03-25      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494437.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $376.78       | 0.00%             | 2027-04-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384430.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.07        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.67        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992033356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $16.87        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186696299.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18652 | PA      | $18260.52     | 0.01%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788577.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2026.87      | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016146.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $836.83       | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238982.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $19.34        | 0.00%             | 2024-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685217.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20933 | PA      | $20167.71     | 0.01%             | 2026-12-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $261.48       | 0.00%             | 2025-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264438.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4357 | PA      | $4305.68      | 0.00%             | 2026-12-16      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991985086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $9.99         | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6151369.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2025.25      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135458.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1670.89      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2778535.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13899 | PA      | $982.02       | 0.00%             | 2027-03-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992154627.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $226.21       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930781.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1205.78      | 0.00%             | 2027-04-11      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780571.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3491 | PA      | $3429.80      | 0.00%             | 2025-03-14      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269599.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $2011.00      | 0.00%             | 2025-10-17      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992260894.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $62.97        | 0.00%             | 2024-03-24      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991251.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12735907.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44441 | PA      | $45059.80     | 0.02%             | 2027-04-11      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10623552.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21267 | PA      | $21333.00     | 0.01%             | 2026-11-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992284656.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $512.14       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102278.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.68        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $314.19       | 0.00%             | 2025-04-04      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124518.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $112.63       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096009.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $2.47         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787336.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7391 | PA      | $7319.58      | 0.00%             | 2027-03-14      | Fixed         | 27.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992388932.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $198.85       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992469033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.51        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185064147.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16424 | PA      | $16051.92     | 0.01%             | 2025-01-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992429013.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $222.26       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300880.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $637.84       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992486021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1798.28      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056222.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $204.78       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1617531.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7147 | PA      | $6885.28      | 0.00%             | 2026-08-18      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467050.00    | 0.16%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12543186.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13076 | PA      | $12950.16     | 0.00%             | 2027-04-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2975 | PA      | $3088.68      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20147 | PA      | $19873.81     | 0.01%             | 2027-03-14      | Fixed         | 15.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993059.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $438.31       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209918.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $34.21        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $153.17       | 0.00%             | 2025-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11748155.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30307 | PA      | $30629.65     | 0.01%             | 2027-02-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12967750.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22976 | PA      | $22805.98     | 0.01%             | 2027-04-15      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.07        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104677.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $307.33       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143519.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.09        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891505.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2319 | PA      | $2308.52      | 0.00%             | 2024-10-21      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307249 | PA      | $1252337.10   | 0.44%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991875647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $138.92       | 0.00%             | 2024-02-26      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $802.64       | 0.00%             | 2025-04-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268753.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $4316.35      | 0.00%             | 2026-12-17      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $462.96       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992196700.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.80        | 0.00%             | 2025-04-04      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310488.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $19.49        | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992136216.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.48        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780342.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9648 | PA      | $9515.09      | 0.00%             | 2027-03-14      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784692.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $6192.34      | 0.00%             | 2027-03-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185001085.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6254 | PA      | $5978.58      | 0.00%             | 2025-01-14      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114184.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $143.96       | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734560.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22244 | PA      | $21327.63     | 0.01%             | 2027-03-24      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10682615.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15072 | PA      | $15283.52     | 0.01%             | 2025-10-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064012.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $240.95       | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165712.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3770.05      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787118.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2688 | PA      | $2661.98      | 0.00%             | 2027-03-14      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733531.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $927.75       | 0.00%             | 2025-03-22      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                    | First Student Bidco, Inc., Term Loan C                                                          | CUSIP: 33718FAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25974 | PA      | $24740.26     | 0.01%             | 2028-07-21      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.85        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017641.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $882.29       | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476186.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20985 | PA      | $20874.67     | 0.01%             | 2027-01-21      | Fixed         | 6.33%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11693930.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5221 | PA      | $5274.48      | 0.00%             | 2024-02-05      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782887.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6511 | PA      | $6449.75      | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111859.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $7119.17      | 0.00%             | 2026-11-24      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992246618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $119.53       | 0.00%             | 2025-03-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $122.14       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.15       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12949437.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15482 | PA      | $15393.10     | 0.01%             | 2026-04-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417971.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.45        | 0.00%             | 2024-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1449.76      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720347.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1024.74      | 0.00%             | 2024-09-16      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188005229.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1198.40      | 0.00%             | 2025-04-05      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.64        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $106.84       | 0.00%             | 2025-03-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992531260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $382.99       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371322.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $72.16        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2762778.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5453 | PA      | $5365.35      | 0.00%             | 2027-03-14      | Fixed         | 21.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931080.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10823 | PA      | $10641.55     | 0.00%             | 2027-04-11      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365197.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $29.39        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $236.35       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266398.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11099 | PA      | $10958.92     | 0.00%             | 2024-12-16      | Fixed         | 28.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110705.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12054 | PA      | $12031.36     | 0.00%             | 2026-11-24      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308790.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $173.91       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371414.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $47.13        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991858389.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $89.60        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997016.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1249.59      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994702.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $868.18       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $107.00       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992576037.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $20.69        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $97.77        | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146490.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1092.79      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269100.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $4168.56      | 0.00%             | 2024-12-17      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251494.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $2417.10      | 0.00%             | 2026-12-16      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476285.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2344 | PA      | $2214.48      | 0.00%             | 2025-01-21      | Fixed         | 20.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992326834.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $96.42        | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482749.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $111.12       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1722529.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22765 | PA      | $21759.54     | 0.01%             | 2027-03-12      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187594459.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14290 | PA      | $13975.70     | 0.00%             | 2025-03-25      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1838.86      | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2441819.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9205 | PA      | $9149.25      | 0.00%             | 2027-06-21      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958431.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $261.12       | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934674.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7053 | PA      | $7018.91      | 0.00%             | 2027-04-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017033.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16259 | PA      | $15552.03     | 0.01%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2977 | PA      | $2948.75      | 0.00%             | 2027-03-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256293.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1855.29      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992430690.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $750.70       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785300.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44650 | PA      | $44230.78     | 0.02%             | 2027-03-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $186.04       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788888.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8669 | PA      | $8624.37      | 0.00%             | 2027-03-14      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269703.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $3040.78      | 0.00%             | 2026-12-17      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015356.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $760.15       | 0.00%             | 2026-11-10      | Fixed         | 29.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787983.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $25.41        | 0.00%             | 2027-03-14      | Fixed         | 26.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733825.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7913 | PA      | $7610.56      | 0.00%             | 2025-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656870.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8865 | PA      | $8803.08      | 0.00%             | 2027-07-18      | Fixed         | 29.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780019.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1288.95      | 0.00%             | 2027-03-14      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448012.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $24.57        | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561574.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23066 | PA      | $23363.20     | 0.01%             | 2026-11-02      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992325863.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $269.96       | 0.00%             | 2025-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $492.03       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383323.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $195.77       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.08         | 0.00%             | 2027-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $752.68       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992089378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $103.95       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13335711.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13388 | PA      | $13440.59     | 0.00%             | 2025-05-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6248734.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45886 | PA      | $43112.47     | 0.02%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782929.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2318.16      | 0.00%             | 2027-03-14      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789665.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4226 | PA      | $305.51       | 0.00%             | 2027-03-14      | Fixed         | 20.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.24        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783347.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $364.80       | 0.00%             | 2027-03-14      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473893.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $840.20       | 0.00%             | 2025-01-20      | Fixed         | 26.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487374.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       227 | PA      | $232.99       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992050795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.84        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800907.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9538 | PA      | $2902.25      | 0.00%             | 2025-05-12      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779673.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5876 | PA      | $5780.10      | 0.00%             | 2027-03-14      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783362.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1521.82      | 0.00%             | 2029-03-14      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927973.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2447.04      | 0.00%             | 2025-04-11      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125045.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $536.21       | 0.00%             | 2024-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784459.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6555 | PA      | $6491.78      | 0.00%             | 2027-03-14      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674361.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33556 | PA      | $33798.01     | 0.01%             | 2027-03-29      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992128076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $163.82       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781097.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $1910.25      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927928.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1018.24      | 0.00%             | 2027-04-11      | Fixed         | 29.77%                | No            |                  3 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                          | Roller Bearing Co. of America, Inc.                                                             | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346380.00    | 0.12%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743125.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18104 | PA      | $17284.88     | 0.01%             | 2027-04-06      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997164.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6270 | PA      | $5950.65      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263191.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5255.64      | 0.00%             | 2024-12-16      | Fixed         | 28.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226588.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.67        | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514361.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.10         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992137517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.71        | 0.00%             | 2024-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786071.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5781 | PA      | $5725.58      | 0.00%             | 2027-03-14      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022895.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7588 | PA      | $6784.37      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.                                          | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class CR                                   | CUSIP: 67578BAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1420239.00   | 0.50%             | 2029-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785846.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12395 | PA      | $12272.89     | 0.00%             | 2027-03-14      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $11.02        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $197.91       | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781035.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $68.26        | 0.00%             | 2025-03-14      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783027.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19751 | PA      | $19552.27     | 0.01%             | 2027-03-14      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929301.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10130 | PA      | $10029.92     | 0.00%             | 2027-04-11      | Fixed         | 11.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934264.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5940 | PA      | $3294.30      | 0.00%             | 2027-04-12      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269719.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9724 | PA      | $9142.41      | 0.00%             | 2026-12-17      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782094.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9377 | PA      | $9287.76      | 0.00%             | 2027-03-14      | Fixed         | 29.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151075075.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11130 | PA      | $348.13       | 0.00%             | 2024-05-01      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259233.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1325.19      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038873.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1327.87      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992022832.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928788.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $3878.91      | 0.00%             | 2027-04-11      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337929.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $80.18        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360700.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $31.05        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992282179.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $343.07       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442511.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $827.94       | 0.00%             | 2024-04-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $532.30       | 0.00%             | 2024-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171683007.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1039.91      | 0.00%             | 2023-11-10      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $162.76       | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6229176.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6956 | PA      | $6427.97      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991864922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $81.45        | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185185967.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4424 | PA      | $4216.26      | 0.00%             | 2025-01-20      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364470.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $200.73       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994214.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $716.36       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $660.05       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.93       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167823045.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $7801.03      | 0.00%             | 2025-03-05      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 20 Year                                                                                   | CUSIP: 31418MD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15094 | PA      | $14992.38     | 0.01%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929203.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18414 | PA      | $18210.75     | 0.01%             | 2027-04-11      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $272.62       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744856.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4699 | PA      | $603.87       | 0.00%             | 2027-04-08      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735364.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1600.40      | 0.00%             | 2025-03-25      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413558.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $387.36       | 0.00%             | 2025-04-13      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100568.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.19        | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187593197.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23100 | PA      | $22720.09     | 0.01%             | 2027-03-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259809.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1547.69      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12857742.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45020 | PA      | $44912.46     | 0.02%             | 2027-04-05      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780726.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $3090.77      | 0.00%             | 2027-03-14      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783040.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1571.31      | 0.00%             | 2025-03-14      | Fixed         | 29.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933345.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6919 | PA      | $6848.36      | 0.00%             | 2027-09-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784189.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9556 | PA      | $9467.48      | 0.00%             | 2027-03-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992603223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.77        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787102.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4423.37      | 0.00%             | 2027-03-14      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $662733.42    | 0.23%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992146186.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $81.11        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783916.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $3137.89      | 0.00%             | 2027-03-14      | Fixed         | 31.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $68.01        | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $67.15        | 0.00%             | 2025-02-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6185640.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $1824.93      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $-13.19       | -0.00%            | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185206461.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13432 | PA      | $13012.31     | 0.00%             | 2025-01-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992441189.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $29.33        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Global Medical Response, Inc.                                                | Global Medical Response, Inc., Term Loan                                                        | CUSIP: 00169QAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    428592 | PA      | $306265.40    | 0.11%             | 2025-03-14      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784999.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5285 | PA      | $5233.73      | 0.00%             | 2027-08-14      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656448.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $4734.66      | 0.00%             | 2027-02-18      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992107139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $4.86         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992498054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $138.19       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2756043.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6939 | PA      | $6873.84      | 0.00%             | 2027-03-14      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353212.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $204.89       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11023093.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10108 | PA      | $10222.83     | 0.00%             | 2024-10-30      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929039.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3852.82      | 0.00%             | 2027-04-12      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253020.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13648 | PA      | $12630.42     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992024385.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $135.53       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932124.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1541 | PA      | $224.68       | 0.00%             | 2027-04-11      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784627.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9099 | PA      | $8968.25      | 0.00%             | 2027-03-14      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12251446.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4657 | PA      | $4675.61      | 0.00%             | 2027-01-27      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930665.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7208 | PA      | $7128.36      | 0.00%             | 2027-04-11      | Fixed         | 29.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928247.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4350 | PA      | $4308.16      | 0.00%             | 2027-04-11      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $527.37       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012948.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17327 | PA      | $16665.17     | 0.01%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992626804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $260.17       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689731.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6915 | PA      | $6588.65      | 0.00%             | 2027-01-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784038.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26159 | PA      | $25929.45     | 0.01%             | 2027-03-14      | Fixed         | 32.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $355.10       | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202CZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       200 | PA      | $204.77       | 0.00%             | 2028-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256826.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $670.70       | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $192.67       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256645.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $159.54       | 0.00%             | 2024-03-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657310.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3128 | PA      | $3107.44      | 0.00%             | 2027-02-18      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $217.90       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007097.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.07        | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $7.73         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12544478.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8175 | PA      | $8129.72      | 0.00%             | 2025-04-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780135.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9928 | PA      | $9827.73      | 0.00%             | 2027-03-14      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992050910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.75         | 0.00%             | 2028-01-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298332.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1321.48      | 0.00%             | 2024-04-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374806.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $432.71       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.94        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13441877.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13853 | PA      | $13891.88     | 0.00%             | 2027-05-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992569036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.37        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187845055.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9668 | PA      | $9367.76      | 0.00%             | 2027-04-01      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245635.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42378 | PA      | $39138.40     | 0.01%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262386.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $740.84       | 0.00%             | 2024-12-16      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, Term Loan B10                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    399000 | PA      | $357005.25    | 0.13%             | 2028-08-19      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476695.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $4919.82      | 0.00%             | 2027-01-21      | Fixed         | 29.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $378.84       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13062300.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14415 | PA      | $14429.14     | 0.01%             | 2027-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480886.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25457 | PA      | $24198.76     | 0.01%             | 2027-01-21      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930569.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19233 | PA      | $19055.67     | 0.01%             | 2027-04-11      | Fixed         | 19.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654890.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4820.31      | 0.00%             | 2025-02-18      | Fixed         | 9.03%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664544.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5060 | PA      | $4810.62      | 0.00%             | 2026-11-08      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12709469.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14137 | PA      | $3022.14      | 0.00%             | 2027-02-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751050.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $4637.54      | 0.00%             | 2027-04-21      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co.                        | Diamond Sports Group LLC / Diamond Sports Finance Co.                                           | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $95000.00     | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931702.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8277 | PA      | $8164.59      | 0.00%             | 2027-04-11      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783607.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8713 | PA      | $8635.73      | 0.00%             | 2027-03-14      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219945.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $189.28       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13408706.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21451 | PA      | $21517.66     | 0.01%             | 2025-05-13      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476814.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4455 | PA      | $4190.79      | 0.00%             | 2027-01-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Bally's Corp.                                                                | Bally's Corp., Term Loan B                                                                      | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    794000 | PA      | $736832.00    | 0.26%             | 2028-10-02      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066045.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $1033.60      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180007.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.32        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654997.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8379 | PA      | $8013.75      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $200.25       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789704.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22481 | PA      | $22179.05     | 0.01%             | 2027-03-14      | Fixed         | 17.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $200.06       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $852710.00    | 0.30%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928873.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $267.92       | 0.00%             | 2027-04-11      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785652.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8170 | PA      | $8089.33      | 0.00%             | 2027-03-14      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990562.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $251.01       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480429.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2308.18      | 0.00%             | 2025-01-21      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $89.83        | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269008.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12706 | PA      | $1706.73      | 0.00%             | 2026-12-17      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $498.15       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6187200.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6293 | PA      | $5834.55      | 0.00%             | 2024-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genting New York LLC / GENNY Capital, Inc.                                   | Genting New York LLC / GENNY Capital, Inc.                                                      | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $349968.68    | 0.12%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954495.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $440.78       | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259922.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1600.70      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099262.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $107.16       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.26        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789358.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43381 | PA      | $43160.63     | 0.02%             | 2027-03-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782425.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $6582.88      | 0.00%             | 2027-03-14      | Fixed         | 11.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13301744.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6022 | PA      | $6117.52      | 0.00%             | 2024-05-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977706.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.46         | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13020128.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40445 | PA      | $40636.47     | 0.01%             | 2027-04-23      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 162809872.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12808 | PA      | $12267.43     | 0.00%             | 2024-12-15      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $7.18         | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $187.48       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6153321.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1372.84      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $123.31       | 0.00%             | 2025-04-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418041.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $140.57       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779702.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5260 | PA      | $5187.28      | 0.00%             | 2025-03-14      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.46        | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003351.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $816.11       | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479789.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $7164.08      | 0.00%             | 2025-01-21      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31283HR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71253 | PA      | $74513.16     | 0.03%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784726.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14860 | PA      | $14708.39     | 0.01%             | 2027-03-14      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $110.39       | 0.00%             | 2025-03-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13537074.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17886 | PA      | $18145.68     | 0.01%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990355.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13441 | PA      | $12786.60     | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783359.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15454 | PA      | $15205.18     | 0.01%             | 2027-03-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262060.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2461.97      | 0.00%             | 2024-12-16      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785773.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12176 | PA      | $12013.21     | 0.00%             | 2027-03-14      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992435141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $230.59       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928805.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31688 | PA      | $31478.74     | 0.01%             | 2027-04-11      | Fixed         | 12.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.09        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $38.63        | 0.00%             | 2025-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $4.96         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782102.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1197.82      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233439.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.15         | 0.00%             | 2027-11-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934526.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5197 | PA      | $5140.49      | 0.00%             | 2027-04-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $485.96       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $214.90       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076612.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1563.85      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780573.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7432 | PA      | $7362.62      | 0.00%             | 2027-03-14      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996367.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3711 | PA      | $3542.73      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6209527.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $837.76       | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $284.51       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781950.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6474 | PA      | $6411.50      | 0.00%             | 2027-03-14      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $352.18       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12780048.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15661 | PA      | $15851.18     | 0.01%             | 2026-02-28      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 149608993.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6443 | PA      | $6201.08      | 0.00%             | 2024-06-02      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13156398.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45033 | PA      | $45161.23     | 0.02%             | 2027-04-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783659.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2546.51      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058799.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $140.73       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780974.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7816 | PA      | $7352.11      | 0.00%             | 2027-08-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245607.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1705.15      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991855788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $393.78       | 0.00%             | 2024-02-24      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187353272.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21813 | PA      | $20838.54     | 0.01%             | 2027-03-29      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2019-PT2, Class A                                        | CUSIP: 91531XAB0<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     60161 | PA      | $59093.15     | 0.02%             | 2026-02-15      | Variable      | 17.04%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186099084.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11816 | PA      | $11458.05     | 0.00%             | 2027-02-11      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752361.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4532 | PA      | $4335.42      | 0.00%             | 2026-01-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007774.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $177.83       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992147792.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $227.16       | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992332422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.01       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.65        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $934.63       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13009797.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10564 | PA      | $10440.74     | 0.00%             | 2027-04-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $108.67       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377400.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $274.19       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033990.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8702 | PA      | $8318.31      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gainwell Acquisition Corp.                                                   | Gainwell Acquisition Corp., First Lien Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1738776 | PA      | $1636622.90   | 0.57%             | 2027-10-01      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2470992.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $284.03       | 0.00%             | 2027-01-20      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309220.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1136.91      | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $64.25        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384921.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $338.07       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927955.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $926.36       | 0.00%             | 2027-04-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250028.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3380.20      | 0.00%             | 2024-12-16      | Fixed         | 23.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016919.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $986.46       | 0.00%             | 2024-11-10      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932260.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1524.34      | 0.00%             | 2027-04-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $427.80       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216284.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $1959.75      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6188529.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9993 | PA      | $9288.04      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1741006.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6326 | PA      | $6031.85      | 0.00%             | 2027-03-23      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182107.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $392.90       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352916.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.76        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783670.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8841 | PA      | $8755.50      | 0.00%             | 2027-03-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992261037.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $217.40       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $227.24       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053591.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $82.50        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788608.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4779.53      | 0.00%             | 2027-03-14      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991859983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $295.11       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -891000 | PA      | $-891000.00   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930674.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14076 | PA      | $13906.28     | 0.00%             | 2027-04-11      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189547.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.97        | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785239.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $2648.21      | 0.00%             | 2027-03-14      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12253162.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14635 | PA      | $14692.65     | 0.01%             | 2026-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783862.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6772 | PA      | $-110.23      | -0.00%            | 2027-08-14      | Fixed         | 27.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6257645.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1590.25      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657187.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18246 | PA      | $17992.33     | 0.01%             | 2027-02-18      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146870476.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10414 | PA      | $10191.26     | 0.00%             | 2024-01-28      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076746.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $135.04       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073351.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.23        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928144.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18039 | PA      | $17913.09     | 0.01%             | 2027-04-11      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075216.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $-1.59        | -0.00%            | 2025-03-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198035.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $29.42        | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $101.97       | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $11.93        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12774545.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17360 | PA      | $17296.66     | 0.01%             | 2027-04-16      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780206.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9029 | PA      | $8882.32      | 0.00%             | 2027-03-14      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306028.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.39        | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788882.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5963 | PA      | $423.49       | 0.00%             | 2027-03-14      | Fixed         | 25.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056302.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7467 | PA      | $6802.09      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111193.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9991 | PA      | $9914.86      | 0.00%             | 2024-11-24      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2925217.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2752.45      | 0.00%             | 2027-04-11      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992066355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $218.85       | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12800643.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37024 | PA      | $37044.75     | 0.01%             | 2027-04-17      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12990000.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13000 | PA      | $12774.80     | 0.00%             | 2025-04-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308265.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $95.63        | 0.00%             | 2025-04-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742646.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6477 | PA      | $6239.62      | 0.00%             | 2025-03-22      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1891077.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16690 | PA      | $16624.60     | 0.01%             | 2026-10-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.37        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250009.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3376 | PA      | $3162.67      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186031699.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11637 | PA      | $11320.36     | 0.00%             | 2027-02-09      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930792.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $4453.39      | 0.00%             | 2027-04-11      | Fixed         | 12.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14581081.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8347 | PA      | $8420.74      | 0.00%             | 2024-07-05      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785535.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24438 | PA      | $23021.08     | 0.01%             | 2027-08-14      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12228505.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20337 | PA      | $20283.07     | 0.01%             | 2027-03-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6211487.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7779 | PA      | $7199.99      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $829.18       | 0.00%             | 2025-03-23      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933966.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8293 | PA      | $8138.39      | 0.00%             | 2025-04-12      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2109663.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1623.71      | 0.00%             | 2024-11-24      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253577.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $608.09       | 0.00%             | 2025-04-08      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082410.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1233.59      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13385444.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13254 | PA      | $13258.96     | 0.00%             | 2026-05-02      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $370.78       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134308.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782152.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2316.53      | 0.00%             | 2027-03-14      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12544302.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $5004.63      | 0.00%             | 2024-03-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992280719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.09       | 0.00%             | 2024-04-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654164.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14868 | PA      | $2249.15      | 0.00%             | 2027-02-18      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $187.05       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379030.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $5.21         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166194.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.73        | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $939.52       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656739.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2387.75      | 0.00%             | 2027-02-18      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.72        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780732.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $2671.69      | 0.00%             | 2027-03-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290277.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $88.28        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC, Term Loan B                                                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    679164 | PA      | $647076.52    | 0.23%             | 2029-01-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125100.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24132 | PA      | $22602.35     | 0.01%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789306.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27672 | PA      | $27411.14     | 0.01%             | 2027-03-14      | Fixed         | 24.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753824.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9228 | PA      | $8801.36      | 0.00%             | 2027-04-07      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149570.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $-18.29       | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992335335.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $684.91       | 0.00%             | 2025-04-19      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226571.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7106 | PA      | $6624.19      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097501.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $57.91        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6206462.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20852 | PA      | $19317.77     | 0.01%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992490012.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $92.30        | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340708.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $1.66         | 0.00%             | 2028-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991976215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $652.12       | 0.00%             | 2025-03-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4066 | PA      | $4213.19      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788641.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9390 | PA      | $9322.97      | 0.00%             | 2027-03-14      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935839.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5303 | PA      | $5277.67      | 0.00%             | 2027-04-12      | Fixed         | 6.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096498.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $148.37       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416249.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $117.90       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783098.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $165.77       | 0.00%             | 2025-03-14      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079289.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $230.79       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $219.02       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404011.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $90.08        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992522428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $7.79         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992628755.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $651.13       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786404.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14392 | PA      | $1015.89      | 0.00%             | 2027-03-14      | Fixed         | 31.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1218.79      | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $676.65       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $252.95       | 0.00%             | 2025-04-02      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365474.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.29        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992634117.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.19         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214809.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.24       | 0.00%             | 2025-03-23      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266925.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16847 | PA      | $15982.15     | 0.01%             | 2026-12-16      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983636.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $168.12       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782350.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1189.15      | 0.00%             | 2025-03-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784538.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4422.30      | 0.00%             | 2027-08-14      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789690.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22420 | PA      | $22117.68     | 0.01%             | 2027-03-14      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018451.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7281 | PA      | $1909.22      | 0.00%             | 2024-11-10      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $301.89       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248545.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $343.70       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779936.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $258.35       | 0.00%             | 2027-03-14      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788926.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $8768.17      | 0.00%             | 2025-03-14      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789596.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5071 | PA      | $5003.44      | 0.00%             | 2027-03-14      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12859987.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25583 | PA      | $25881.06     | 0.01%             | 2026-04-26      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1718395.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11817 | PA      | $11438.11     | 0.00%             | 2025-02-22      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992521854.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $94.57        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| APX Group, Inc.                                                              | APX Group, Inc.                                                                                 | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $663589.46    | 0.23%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075962.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.83       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992428173.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.88        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992581274.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.90        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6218976.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2450.80      | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $167.52       | 0.00%             | 2025-03-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4561.27      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998856.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.68        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751041.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9732 | PA      | $9313.36      | 0.00%             | 2025-04-07      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135282.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.71        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657539.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9551 | PA      | $9467.37      | 0.00%             | 2027-02-18      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779959.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $853.82       | 0.00%             | 2025-03-14      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $4.58         | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264809.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $733.54       | 0.00%             | 2024-12-16      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992359352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $246.21       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $564579.18    | 0.20%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992418947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $234.94       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019137.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.92         | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230337.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $830.42       | 0.00%             | 2025-04-04      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                           | Braskem Idesa SAPI                                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $214714.03    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31401BN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43263 | PA      | $44703.07     | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780201.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33177 | PA      | $32943.91     | 0.01%             | 2027-03-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992020783.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.70         | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6157573.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8360 | PA      | $7904.26      | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990790.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $398.49       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103503.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $357.87       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012791.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7030 | PA      | $6669.19      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991881843.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $180.66       | 0.00%             | 2024-02-24      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657353.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13220 | PA      | $13108.76     | 0.00%             | 2027-02-18      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266619.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3280.99      | 0.00%             | 2026-12-16      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781284.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3136.78      | 0.00%             | 2027-03-14      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1722067.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7422 | PA      | $530.35       | 0.00%             | 2027-02-16      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799568.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $6220.01      | 0.00%             | 2024-02-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269792.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $4835.91      | 0.00%             | 2024-12-17      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928215.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5018 | PA      | $4948.67      | 0.00%             | 2027-04-11      | Fixed         | 17.86%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184979568.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4243.99      | 0.00%             | 2025-01-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062892.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $954.33       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931651.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6336 | PA      | $6274.89      | 0.00%             | 2027-04-11      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073765.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $3.95         | 0.00%             | 2024-02-25      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472468.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5195 | PA      | $5150.99      | 0.00%             | 2027-01-20      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092690.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $3717.93      | 0.00%             | 2025-03-23      | Fixed         | 20.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10671041.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17438 | PA      | $17649.25     | 0.01%             | 2025-11-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $8.22         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472361.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $9309.46      | 0.00%             | 2027-01-20      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6145832.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18468 | PA      | $17475.29     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787113.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $264.07       | 0.00%             | 2027-03-14      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6188827.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $464.82       | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191473.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19666 | PA      | $18508.86     | 0.01%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657543.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $1721.11      | 0.00%             | 2027-02-18      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784566.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8141 | PA      | $8009.01      | 0.00%             | 2025-03-14      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339652.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $193.58       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992375318.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $143.95       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 161536145.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10095 | PA      | $9598.96      | 0.00%             | 2025-01-28      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13417584.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38266 | PA      | $38605.49     | 0.01%             | 2025-03-30      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1691244.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11300 | PA      | $10801.95     | 0.00%             | 2026-12-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $326.87       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017939.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6033 | PA      | $5957.64      | 0.00%             | 2026-11-10      | Fixed         | 21.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11008674.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16278 | PA      | $16502.71     | 0.01%             | 2025-12-05      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2905761.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1019.10      | 0.00%             | 2027-04-11      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785764.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7819 | PA      | $7350.49      | 0.00%             | 2027-03-14      | Fixed         | 21.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2477767.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12538 | PA      | $12470.05     | 0.00%             | 2027-01-21      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11817911.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16868 | PA      | $16988.41     | 0.01%             | 2026-02-13      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788652.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27084 | PA      | $26815.14     | 0.01%             | 2025-03-14      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp., Term LoanB1                                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1588226 | PA      | $1581277.99   | 0.55%             | 2025-08-27      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780551.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2167.86      | 0.00%             | 2025-03-14      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345224.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1064.31      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5728 | PA      | $411.78       | 0.00%             | 2027-03-14      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3579 | PA      | $3299.51      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930904.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23000 | PA      | $12821.20     | 0.00%             | 2027-04-12      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13679431.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11214 | PA      | $11134.33     | 0.00%             | 2025-05-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788279.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4796 | PA      | $-72.87       | -0.00%            | 2027-03-14      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012044.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.56        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991960052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $271.66       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783028.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9676 | PA      | $9581.60      | 0.00%             | 2027-03-14      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010855.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9595 | PA      | $9139.03      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992441224.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.50        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476569.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $9520.38      | 0.00%             | 2029-01-21      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035564.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1521.77      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137598.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4218.05      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268700.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $3475.69      | 0.00%             | 2027-05-17      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263430.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $655.37       | 0.00%             | 2026-12-16      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991975406.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $141.12       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $874.12       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785341.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $992.34       | 0.00%             | 2027-03-14      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789260.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18997 | PA      | $18818.22     | 0.01%             | 2027-03-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790624.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11077 | PA      | $10971.72     | 0.00%             | 2027-03-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.61        | 0.00%             | 2025-03-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720737.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2611 | PA      | $2469.27      | 0.00%             | 2027-02-16      | Fixed         | 29.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083964.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $23.21        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931292.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1469.27      | 0.00%             | 2027-04-11      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133973.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1610.56      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487906.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $227.81       | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017215.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $5233.53      | 0.00%             | 2026-11-10      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267510.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9172 | PA      | $9090.02      | 0.00%             | 2026-12-17      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $67.47        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.82        | 0.00%             | 2024-04-16      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1632463.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6681 | PA      | $6658.48      | 0.00%             | 2024-09-29      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992149128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $348.86       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6189878.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2227.01      | 0.00%             | 2024-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221695.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.67         | 0.00%             | 2024-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782900.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10520 | PA      | $10419.23     | 0.00%             | 2027-03-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $126.07       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $611.31       | 0.00%             | 2024-03-23      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743644.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8050 | PA      | $7784.33      | 0.00%             | 2025-04-06      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017468.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1755.38      | 0.00%             | 2026-11-10      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992201027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $42.20        | 0.00%             | 2025-04-01      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481261.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26522 | PA      | $24956.29     | 0.01%             | 2027-01-21      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743558.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10654 | PA      | $10196.49     | 0.00%             | 2027-03-23      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132824.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.84        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992626122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $7.78         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162815.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5854 | PA      | $5495.73      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657281.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $331.71       | 0.00%             | 2027-02-18      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786161.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4051 | PA      | $3987.10      | 0.00%             | 2027-03-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992031773.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $343.06       | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733816.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17848 | PA      | $17083.19     | 0.01%             | 2027-03-23      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268022.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1407.75      | 0.00%             | 2024-12-17      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10684831.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12967 | PA      | $13170.04     | 0.00%             | 2026-11-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12872440.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10843 | PA      | $10859.54     | 0.00%             | 2027-04-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298353.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $793.44       | 0.00%             | 2024-04-15      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431427.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7950 | PA      | $7945.84      | 0.00%             | 2027-05-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Quest Software US Holdings, Inc.                                             | Quest Software US Holdings, Inc., First Lien Term Loan                                          | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |    698250 | PA      | $541800.11    | 0.19%             | 2029-02-01      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $93.74        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656205.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11403 | PA      | $432.88       | 0.00%             | 2027-02-18      | Fixed         | 23.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $424.74       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6056508.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $5607.34      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $114.73       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262711.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $159.87       | 0.00%             | 2026-12-16      | Fixed         | 30.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1608023.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5444 | PA      | $5271.85      | 0.00%             | 2024-08-19      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070887.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $74.81        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. / Lightning Cayman Merger Sub Ltd. | Sedgwick Claims Management Services, Inc. / Lightning Cayman Merger Sub Ltd., Term Loan         | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    580732 | PA      | $565850.78    | 0.20%             | 2025-12-31      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13410577.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13489 | PA      | $13278.98     | 0.00%             | 2027-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733828.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4602.52      | 0.00%             | 2025-03-23      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720537.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4393.85      | 0.00%             | 2027-02-16      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6193448.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7458 | PA      | $6909.23      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992413976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $346.59       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785189.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31527 | PA      | $31214.87     | 0.01%             | 2027-03-14      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 158788148.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1126.00      | 0.00%             | 2024-09-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784950.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17110 | PA      | $16956.88     | 0.01%             | 2027-08-14      | Fixed         | 16.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992271297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.16        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992400143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $5.62         | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.33         | 0.00%             | 2028-01-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032202.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13470 | PA      | $12764.94     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $207.43       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $2.04         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13137200.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20414 | PA      | $4151.03      | 0.00%             | 2025-03-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372142.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $149.49       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307848.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $230.09       | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927893.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6065 | PA      | $5995.00      | 0.00%             | 2027-04-11      | Fixed         | 20.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431225.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14764 | PA      | $14854.25     | 0.01%             | 2026-05-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398608.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.62        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $549.35       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992487970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.86        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991882.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1684.59      | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992427395.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $147.02       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187547364.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11864 | PA      | $11572.60     | 0.00%             | 2027-03-25      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6132644.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7458 | PA      | $7087.33      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $32.20        | 0.00%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                              | Camelot Return Merger Sub, Inc.                                                                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $643247.50    | 0.23%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $39.07        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220731.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12641 | PA      | $11651.69     | 0.00%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782660.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $966.98       | 0.00%             | 2027-03-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $177.11       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364981.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.99        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992324686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.19         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $1.05         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.26         | 0.00%             | 2028-01-03      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 144834703.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11030 | PA      | $10738.67     | 0.00%             | 2024-02-19      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2927987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $2598.67      | 0.00%             | 2027-04-11      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance SA                                               | Consolidated Energy Finance SA                                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $510586.06    | 0.18%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473622.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9459 | PA      | $9369.39      | 0.00%             | 2025-01-20      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890712.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $481.29       | 0.00%             | 2026-10-21      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190196.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6433 | PA      | $1285.02      | 0.00%             | 2025-04-04      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1605551.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10421 | PA      | $10086.66     | 0.00%             | 2026-08-16      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991954714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $232.73       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6034186.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6946 | PA      | $6638.75      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752903.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21608 | PA      | $20430.82     | 0.01%             | 2027-04-06      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992583462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $112.18       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169941.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73471 | PA      | $68986.49     | 0.02%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992292344.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $125.92       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991969049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479581.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7010 | PA      | $6937.81      | 0.00%             | 2025-01-21      | Fixed         | 5.69%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.96         | 0.00%             | 2027-11-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395439.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.94        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221740.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.31        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381386.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.52        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-10-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785898.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $3002.60      | 0.00%             | 2027-03-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781432.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7848 | PA      | $7769.96      | 0.00%             | 2025-03-14      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788438.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1922 | PA      | $1912.62      | 0.00%             | 2027-03-14      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350640.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3960 | PA      | $4039.50      | 0.00%             | 2025-04-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $29.09        | 0.00%             | 2025-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782992.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18202 | PA      | $17909.69     | 0.01%             | 2027-03-14      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744050.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9043 | PA      | $8622.15      | 0.00%             | 2027-03-23      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081357.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $621.79       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787981.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1858.15      | 0.00%             | 2027-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992176129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $538.01       | 0.00%             | 2025-03-06      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970346.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $841.20       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $-5.46        | -0.00%            | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1708634.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15399 | PA      | $14681.65     | 0.01%             | 2027-02-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783494.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10974 | PA      | $10858.81     | 0.00%             | 2025-03-14      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734398.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7933 | PA      | $7630.56      | 0.00%             | 2025-03-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078127.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $140.36       | 0.00%             | 2024-03-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14491910.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22837 | PA      | $22726.62     | 0.01%             | 2026-07-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782628.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $6739.44      | 0.00%             | 2025-03-14      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784551.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44179 | PA      | $43873.72     | 0.02%             | 2027-03-14      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720612.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9602 | PA      | $9516.43      | 0.00%             | 2026-09-16      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157763243.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $987.68       | 0.00%             | 2032-09-05      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98058.50     | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785749.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13312 | PA      | $13184.50     | 0.00%             | 2027-03-14      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12797866.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12405 | PA      | $12336.66     | 0.00%             | 2027-02-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 145208498.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5622 | PA      | $5593.33      | 0.00%             | 2023-12-19      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998492.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $771.25       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780176.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43768 | PA      | $43453.39     | 0.02%             | 2027-03-14      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781941.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1657.52      | 0.00%             | 2027-03-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038075.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5638.52      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187764055.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $8947.60      | 0.00%             | 2027-03-29      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064225.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $1931.94      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1890892.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8348 | PA      | $7851.16      | 0.00%             | 2027-08-21      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992262443.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.67        | 0.00%             | 2025-04-02      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740964.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $4946.86      | 0.00%             | 2025-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783094.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7253 | PA      | $7181.55      | 0.00%             | 2027-03-14      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786557.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13421 | PA      | $315.43       | 0.00%             | 2027-03-14      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992136810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $522.15       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646441.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10229 | PA      | $10017.72     | 0.00%             | 2024-10-29      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036073.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13288 | PA      | $12563.13     | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783224.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3743 | PA      | $3689.49      | 0.00%             | 2027-03-14      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992057759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $15.91        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783530.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4448.03      | 0.00%             | 2027-03-14      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477756.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2609.21      | 0.00%             | 2027-01-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672931.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14415 | PA      | $13836.58     | 0.00%             | 2024-12-15      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6027160.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1387 | PA      | $1328.30      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935106.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1560.58      | 0.00%             | 2027-04-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269087.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12646 | PA      | $12538.55     | 0.00%             | 2024-12-17      | Fixed         | 11.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226674.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1943.07      | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362680.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $175.25       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6216494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2976 | PA      | $2776.86      | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194772.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9543 | PA      | $8880.03      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988255.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $289.05       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| ATS Corp.                                                                    | ATS Corp.                                                                                       | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1123122.00   | 0.39%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018468.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18958 | PA      | $18740.41     | 0.01%             | 2027-04-10      | Fixed         | 26.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933730.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $977.43       | 0.00%             | 2025-04-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10752759.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20402 | PA      | $20611.27     | 0.01%             | 2025-10-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12412862.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10568 | PA      | $10458.55     | 0.00%             | 2027-05-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754667.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4634 | PA      | $2568.07      | 0.00%             | 2025-04-08      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780799.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19463 | PA      | $19147.20     | 0.01%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| PMHC II, Inc.                                                                | PMHC II, Inc., Term Loan                                                                        | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1197000 | PA      | $1017761.22   | 0.36%             | 2029-04-23      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932900.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3247.34      | 0.00%             | 2027-04-12      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785292.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3621.01      | 0.00%             | 2027-03-14      | Fixed         | 15.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933310.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1753.85      | 0.00%             | 2025-04-12      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6007026.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11534 | PA      | $10965.88     | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207163.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1134.08      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162920.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3667.75      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.56        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141694.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.46         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783727.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10611 | PA      | $10503.28     | 0.00%             | 2025-03-14      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045004.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2158.50      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780702.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20015 | PA      | $18786.29     | 0.01%             | 2027-03-14      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211971.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935544.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $67.49        | 0.00%             | 2027-04-12      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174011.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $4941.95      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988264.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $211.79       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781012.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7302 | PA      | $7225.98      | 0.00%             | 2029-03-14      | Fixed         | 26.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185716515.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14198 | PA      | $13900.72     | 0.00%             | 2027-02-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12862659.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18273 | PA      | $17992.41     | 0.01%             | 2027-04-03      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991884675.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $-0.98        | -0.00%            | 2025-02-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $104.74       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785851.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $12.12        | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                             | Lummus Technology Holdings V LLC, Term Loan B                                                   | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    920747 | PA      | $883917.56    | 0.31%             | 2027-06-30      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992392038.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $64.32        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780173.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2745.81      | 0.00%             | 2027-03-14      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024987.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $766.06       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163575.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1552.70      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10941172.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19891 | PA      | $20190.29     | 0.01%             | 2025-12-14      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 168601344.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1394.76      | 0.00%             | 2023-04-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057892.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3463.77      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739644.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7997 | PA      | $7703.52      | 0.00%             | 2025-03-22      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038746.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $3947.49      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187039985.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8003 | PA      | $7778.94      | 0.00%             | 2025-03-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.40       | 0.00%             | 2024-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934971.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $448.32       | 0.00%             | 2027-04-12      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11796213.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30018 | PA      | $30415.71     | 0.01%             | 2027-02-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443391.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $34.08        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257494.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $1001.13      | 0.00%             | 2025-03-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992260529.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $426.86       | 0.00%             | 2025-04-06      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992129404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $30.15        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185520172.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11593 | PA      | $11324.23     | 0.00%             | 2025-02-07      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934722.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3700 | PA      | $3660.11      | 0.00%             | 2027-04-12      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262897.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $3813.42      | 0.00%             | 2026-12-16      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                | FNMA, Single-family, 30 Year                                                                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12138000 | PA      | $11962410.60  | 4.19%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784591.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43828 | PA      | $43514.56     | 0.02%             | 2027-03-14      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| LSF11 A5 Holdco LLC                                                          | LSF11 A5 Holdco LLC, Term Loan                                                                  | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    626038 | PA      | $606318.26    | 0.21%             | 2028-10-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $1007.35      | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $3886.30      | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992108065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.78        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                            | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $219391.30    | 0.08%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991879489.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $6.94         | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784704.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4494 | PA      | $319.96       | 0.00%             | 2027-03-14      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365556.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $239.73       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992550289.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $222.05       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                                  | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $236160.00    | 0.08%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475907.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34952 | PA      | $34760.19     | 0.01%             | 2027-01-20      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784473.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2492.04      | 0.00%             | 2027-03-14      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12883157.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9858 | PA      | $10019.53     | 0.00%             | 2027-04-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785064.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1105.54      | 0.00%             | 2027-03-14      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                | Martin Midstream Partners LP / Martin Midstream Finance Corp.                                   | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1848728 | PA      | $1851907.81   | 0.65%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992067831.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $123.81       | 0.00%             | 2025-03-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935927.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40377 | PA      | $39996.19     | 0.01%             | 2027-04-12      | Fixed         | 14.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12757809.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12671 | PA      | $12785.72     | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263769.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4149 | PA      | $4099.99      | 0.00%             | 2024-12-16      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992193320.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.29        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018241.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2040 | PA      | $59.97        | 0.00%             | 2026-11-10      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $165.03       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 154685026.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7553 | PA      | $7309.42      | 0.00%             | 2024-07-05      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6154364.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7804 | PA      | $6859.40      | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6123370.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7154 | PA      | $6777.05      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755429.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8951 | PA      | $8677.05      | 0.00%             | 2027-04-11      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11753872.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19544 | PA      | $19807.90     | 0.01%             | 2027-01-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032706.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $2011.66      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932559.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12463 | PA      | $12327.32     | 0.00%             | 2027-09-12      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934500.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33843 | PA      | $33614.69     | 0.01%             | 2027-04-12      | Fixed         | 11.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012449.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13050 | PA      | $11953.69     | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270388.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $100.88       | 0.00%             | 2026-12-17      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733702.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4427 | PA      | $4294.80      | 0.00%             | 2027-03-23      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894153.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11998 | PA      | $11895.19     | 0.00%             | 2026-10-21      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.48        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $181.39       | 0.00%             | 2025-04-14      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $894.45       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245035.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $28.68        | 0.00%             | 2024-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6229023.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9831 | PA      | $9149.26      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785928.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44926 | PA      | $44333.68     | 0.02%             | 2027-03-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $288.88       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402365.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $975.08       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784111.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5581 | PA      | $5529.49      | 0.00%             | 2027-03-14      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991958934.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $224.06       | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786126.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6353 | PA      | $6276.00      | 0.00%             | 2025-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13644126.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18170 | PA      | $18455.25     | 0.01%             | 2026-05-20      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $9.31         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351597.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $0.27         | 0.00%             | 2027-12-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935685.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21150 | PA      | $20944.45     | 0.01%             | 2027-04-12      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651829.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1557.41      | 0.00%             | 2026-11-08      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997280.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $819.90       | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782891.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8690 | PA      | $8606.51      | 0.00%             | 2027-03-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784272.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42055 | PA      | $41653.57     | 0.01%             | 2027-03-14      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11804818.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17478 | PA      | $17544.85     | 0.01%             | 2027-02-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779978.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4484.08      | 0.00%             | 2027-03-14      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12758882.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27897 | PA      | $3146.89      | 0.00%             | 2027-03-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478328.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21638 | PA      | $21458.36     | 0.01%             | 2027-01-21      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657504.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7298 | PA      | $7248.06      | 0.00%             | 2027-02-18      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931217.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8793 | PA      | $2545.17      | 0.00%             | 2027-09-11      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13207096.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16234 | PA      | $16231.00     | 0.01%             | 2027-03-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Icon Public Ltd. Co.                                                         | Icon Public Ltd. Co., Term Loan                                                                 | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    388877 | PA      | $388198.36    | 0.14%             | 2028-07-03      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991911959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.62         | 0.00%             | 2024-02-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992589496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $146.83       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992229139.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2144 | PA      | $2151.01      | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14429127.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26895 | PA      | $27321.15     | 0.01%             | 2027-06-25      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030368.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.90         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478527.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19875 | PA      | $19720.69     | 0.01%             | 2027-01-21      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $4800.45      | 0.00%             | 2027-04-12      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185537726.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $6809.28      | 0.00%             | 2027-01-28      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185470088.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9011 | PA      | $8719.17      | 0.00%             | 2027-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149246.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1609.94      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340847.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $677.11       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991949855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $682.19       | 0.00%             | 2025-03-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990538.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.32        | 0.00%             | 2025-03-12      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992536205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       119 | PA      | $121.47       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992276788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $71.11        | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781599.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $4689.53      | 0.00%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264842.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12084 | PA      | $371.81       | 0.00%             | 2026-12-16      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018393.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4203.59      | 0.00%             | 2024-11-10      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789629.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $4884.20      | 0.00%             | 2027-03-14      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785196.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2455.56      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                 | Jones Deslauriers Insurance Management, Inc.                                                    | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $788923.26    | 0.28%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141872.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5129 | PA      | $4901.94      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992617618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.69        | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                              | 24 Hour Fitness Worldwide, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     24950 | NS      | $4553.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992115766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $208.26       | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6205053.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77210 | PA      | $72151.57     | 0.03%             | 2024-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783455.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35506 | PA      | $35333.85     | 0.01%             | 2027-03-14      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781629.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9694 | PA      | $2805.30      | 0.00%             | 2027-08-14      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                                | Upgrade, Inc., 24931814.UG.FTS.B                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15095 | PA      | $16033.12     | 0.01%             | 2024-12-17      | Fixed         | 29.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780102.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12352 | PA      | $12237.04     | 0.00%             | 2027-03-14      | Fixed         | 15.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991946777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.76         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269656.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1433.63      | 0.00%             | 2026-12-17      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934841.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3079 | PA      | $3014.03      | 0.00%             | 2025-04-12      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| InterGen NV                                                                  | InterGen NV                                                                                     | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2138749.49   | 0.75%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006408.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $383.80       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Misys Ltd.                                                                   | Misys Ltd., First Lien Term Loan                                                                | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    577994 | PA      | $512727.27    | 0.18%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750621.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $8623.00      | 0.00%             | 2027-04-07      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992448680.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.91        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1670892.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $0.00         | 0.00%             | 2026-11-17      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784953.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12095 | PA      | $11926.66     | 0.00%             | 2025-03-14      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.46         | 0.00%             | 2027-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992606898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.79        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781808.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10186 | PA      | $10089.43     | 0.00%             | 2027-03-14      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $520.67       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367296.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $495.68       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $157.88       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016840.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1263.62      | 0.00%             | 2024-11-10      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11823260.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10330 | PA      | $10448.09     | 0.00%             | 2025-12-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11039981.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10380 | PA      | $10475.02     | 0.00%             | 2024-12-13      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155143.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $166.57       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11031081.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15785 | PA      | $15890.74     | 0.01%             | 2025-12-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992378163.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1360.07      | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934728.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3241.49      | 0.00%             | 2027-04-12      | Fixed         | 29.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379948.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $450.73       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753815.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7416 | PA      | $7082.73      | 0.00%             | 2025-04-07      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11761943.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37981 | PA      | $38264.69     | 0.01%             | 2026-12-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785370.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19725 | PA      | $19405.04     | 0.01%             | 2027-03-14      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750213.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1780.59      | 0.00%             | 2027-04-06      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779949.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4953 | PA      | $4867.96      | 0.00%             | 2025-03-14      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992112198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $-0.10        | -0.00%            | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6155866.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11209 | PA      | $10602.99     | 0.00%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9785 | PA      | $9125.79      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785558.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3908 | PA      | $3870.83      | 0.00%             | 2027-03-14      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109997.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1608.88      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720140.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15180 | PA      | $15124.55     | 0.01%             | 2026-09-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786303.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4071 | PA      | $3850.77      | 0.00%             | 2027-03-14      | Fixed         | 23.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111511.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12478 | PA      | $12430.13     | 0.00%             | 2027-04-24      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992434681.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $126.61       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $165.30       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062938.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $599.30       | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270782.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $69.97        | 0.00%             | 2027-05-17      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2936086.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4900.99      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6148355.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3191.93      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657387.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4595 | PA      | $4551.45      | 0.00%             | 2025-02-18      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788100.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20543 | PA      | $20274.99     | 0.01%             | 2027-03-14      | Fixed         | 18.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037406.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2597.64      | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432689.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.15         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296627.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $866.15       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656733.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4421 | PA      | $4369.44      | 0.00%             | 2027-02-18      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780447.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3420 | PA      | $3374.33      | 0.00%             | 2027-03-14      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| Hercules Achievement, Inc. / Varsity Brands Holding Co., Inc.                | Hercules Achievement, Inc. / Varsity Brands Holding Co., Inc., First Lien Term Loan             | CUSIP: 42703UAG0<br>LEI: 549300YOKDS0ZSYJRX81 | Long             | LON              | CORP              | US        |    488863 | PA      | $472546.98    | 0.17%             | 2024-12-16      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784421.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20984 | PA      | $20647.86     | 0.01%             | 2027-03-14      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $855.71       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992521066.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $21.88        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225158.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.28        | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                        | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1500000 | PA      | $1109617.50   | 0.39%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187095846.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22862 | PA      | $22251.96     | 0.01%             | 2027-04-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186635756.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9100 | PA      | $8856.14      | 0.00%             | 2027-03-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018454.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $773.65       | 0.00%             | 2024-11-10      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992528399.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $85.78        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783690.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9969 | PA      | $9877.38      | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $26.29        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc., Term Loan                                                               | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    525795 | PA      | $503966.31    | 0.18%             | 2028-06-02      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $2.25         | 0.00%             | 2028-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336195.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $19.92        | 0.00%             | 2025-04-16      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992384705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $272.36       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785513.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14027 | PA      | $13958.59     | 0.00%             | 2027-03-14      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405588.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $607.56       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance, Inc.                                | Oscar AcquisitionCo LLC / Oscar Finance, Inc.                                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898700.00    | 0.31%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236108.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $412.15       | 0.00%             | 2024-03-12      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929588.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4437.45      | 0.00%             | 2025-04-11      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210795.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $278.62       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123707.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1695.60      | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263939.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3539.54      | 0.00%             | 2026-12-16      | Fixed         | 26.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226073.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $74.27        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $335.37       | 0.00%             | 2025-03-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182513.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $255.37       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $17.21        | 0.00%             | 2025-04-16      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $229.90       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788878.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2762.79      | 0.00%             | 2027-03-14      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992511791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $116.25       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992178085.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.95        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151157582.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6453 | PA      | $6226.13      | 0.00%             | 2024-09-06      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993690.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15139 | PA      | $11582.66     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209626.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $649.09       | 0.00%             | 2025-04-06      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336126.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $152.45       | 0.00%             | 2025-04-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6030459.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30522 | PA      | $28927.44     | 0.01%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991996396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $-0.79        | -0.00%            | 2028-01-09      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992028242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.18        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992539324.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.05        | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236288.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.97        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $216.88       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932980.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8298 | PA      | $1219.53      | 0.00%             | 2027-04-12      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894672.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5367 | PA      | $172.52       | 0.00%             | 2026-10-21      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263771.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $6339.04      | 0.00%             | 2026-12-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780856.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18844 | PA      | $18658.62     | 0.01%             | 2027-03-14      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992445119.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $372.48       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992497464.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $68.40        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322142.25    | 0.11%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6212506.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19902 | PA      | $18677.41     | 0.01%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268352.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4634 | PA      | $4584.39      | 0.00%             | 2026-12-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991974316.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.22        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779815.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6543 | PA      | $6507.39      | 0.00%             | 2027-03-14      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781260.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $3440.15      | 0.00%             | 2027-03-14      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934482.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7610 | PA      | $7530.10      | 0.00%             | 2027-04-12      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6245295.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6379 | PA      | $5878.74      | 0.00%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977541.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.46        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475341.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4072 | PA      | $4042.07      | 0.00%             | 2029-01-20      | Fixed         | 26.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237345.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $173.28       | 0.00%             | 2025-04-08      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934221.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1468.54      | 0.00%             | 2027-04-12      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245569.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.22        | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785616.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $4358.92      | 0.00%             | 2027-03-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6253221.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28869 | PA      | $26637.95     | 0.01%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $164.53       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $18.96        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083164.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $11.42        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754125.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4477 | PA      | $4340.97      | 0.00%             | 2027-04-12      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $5917.23      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187967050.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30864 | PA      | $29548.48     | 0.01%             | 2027-04-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786728.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8982 | PA      | $8861.42      | 0.00%             | 2027-03-14      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13437525.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13349 | PA      | $13234.35     | 0.00%             | 2025-05-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5989817.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $984.58       | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180900.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5639 | PA      | $5249.85      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267104.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4424 | PA      | $662.29       | 0.00%             | 2026-12-16      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266459.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1055.48      | 0.00%             | 2026-12-16      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199317.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.89        | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339771.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $180.54       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1653461.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6481 | PA      | $1699.47      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931261.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3246.88      | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187028667.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14524 | PA      | $14166.61     | 0.00%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $102.35       | 0.00%             | 2025-04-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                          | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1181949.65   | 0.41%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185682815.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10328 | PA      | $9988.63      | 0.00%             | 2027-02-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10583794.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12429 | PA      | $12587.48     | 0.00%             | 2026-10-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009950.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934979.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24734 | PA      | $14236.84     | 0.00%             | 2027-04-12      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6127055.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7892 | PA      | $7319.96      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017278.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $2161.19      | 0.00%             | 2024-11-10      | Fixed         | 27.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111067.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1056.80      | 0.00%             | 2026-11-24      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934307.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1467.84      | 0.00%             | 2027-04-12      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 161879338.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4782 | PA      | $0.00         | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $524.03       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14222939.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36600 | PA      | $37158.40     | 0.01%             | 2027-06-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6196437.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4143 | PA      | $3898.62      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789171.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4930.76      | 0.00%             | 2027-03-14      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255052.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1712 | PA      | $1578.97      | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $400.40       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981751.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        85 | PA      | $86.70        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930422.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $6895.64      | 0.00%             | 2025-04-11      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011988.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.86        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785751.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1845.46      | 0.00%             | 2027-03-14      | Fixed         | 31.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370620.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $344.53       | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688234.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3587 | PA      | $3454.60      | 0.00%             | 2027-01-12      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740148.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13532 | PA      | $12895.30     | 0.00%             | 2027-03-22      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307114.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $279.87       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188006789.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8216 | PA      | $8030.45      | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781348.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13681 | PA      | $13550.07     | 0.00%             | 2027-03-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1259.09      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992057625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1424.66      | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931934.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $553.06       | 0.00%             | 2025-04-11      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781760.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10871 | PA      | $10219.11     | 0.00%             | 2025-03-14      | Fixed         | 22.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675307.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4551 | PA      | $4548.73      | 0.00%             | 2025-04-05      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1702224.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12886 | PA      | $12421.48     | 0.00%             | 2027-01-14      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992449830.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.12         | 0.00%             | 2027-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480795.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2513.57      | 0.00%             | 2027-01-21      | Fixed         | 27.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227501.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $1038.66      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017051.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $1316.97      | 0.00%             | 2024-11-10      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016668.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6207 | PA      | $6165.86      | 0.00%             | 2026-11-10      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784433.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6210 | PA      | $6125.91      | 0.00%             | 2027-03-14      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781102.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23984 | PA      | $23665.55     | 0.01%             | 2027-03-14      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $85.87        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6207918.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21513 | PA      | $19848.59     | 0.01%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351332.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1433.93      | 0.00%             | 2025-04-19      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988242.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $504.21       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785864.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $103.88       | 0.00%             | 2027-03-14      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476482.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $158.43       | 0.00%             | 2027-01-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12889924.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21628 | PA      | $21492.53     | 0.01%             | 2026-04-03      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473476.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5697 | PA      | $5644.83      | 0.00%             | 2027-01-20      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007944.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $2.53         | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187600393.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10598 | PA      | $10467.43     | 0.00%             | 2027-03-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992267805.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.71         | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479731.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13280 | PA      | $13190.08     | 0.00%             | 2027-01-21      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991999276.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $109.70       | 0.00%             | 2024-02-25      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785739.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3075 | PA      | $2909.41      | 0.00%             | 2027-03-14      | Fixed         | 26.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $29.28        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789624.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14447 | PA      | $14255.02     | 0.00%             | 2027-03-14      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931770.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $2862.52      | 0.00%             | 2025-04-11      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $145.03       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992603092.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4595 | PA      | $4550.22      | 0.00%             | 2027-03-14      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477763.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7232 | PA      | $7197.67      | 0.00%             | 2027-01-21      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992454801.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $3016.97      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781656.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4927 | PA      | $4848.38      | 0.00%             | 2027-03-14      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $136.75       | 0.00%             | 2024-04-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 163434480.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1277.45      | 0.00%             | 2032-12-16      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780910.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6838 | PA      | $6773.81      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476061.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20169 | PA      | $20034.95     | 0.01%             | 2027-01-21      | Fixed         | 10.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377481.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1096.51      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                 | Deerfield Dakota Holding LLC, First Lien Term Loan                                              | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   1077076 | PA      | $1008584.47   | 0.35%             | 2027-04-09      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $415.93       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075247.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $171.69       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11040439.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8612 | PA      | $8667.29      | 0.00%             | 2026-10-28      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238709.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $2439.32      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653982.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9761 | PA      | $9700.33      | 0.00%             | 2027-02-18      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933452.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2104.98      | 0.00%             | 2027-04-12      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270069.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $5388.12      | 0.00%             | 2026-12-17      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224226.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $5.28         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992260223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $102.73       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785016.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $1592.62      | 0.00%             | 2025-03-14      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032751.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51813 | PA      | $48487.32     | 0.02%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751017.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6080 | PA      | $1497.56      | 0.00%             | 2027-04-07      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992125397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.31       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.19         | 0.00%             | 2028-01-11      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744005.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8044 | PA      | $7753.73      | 0.00%             | 2025-03-23      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481147.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8607 | PA      | $8534.13      | 0.00%             | 2027-01-21      | Fixed         | 12.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780344.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $231.90       | 0.00%             | 2027-03-14      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14385374.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9347 | PA      | $9361.88      | 0.00%             | 2026-05-03      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $121.49       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222254.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $160.16       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779306.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7590 | PA      | $7512.99      | 0.00%             | 2027-08-14      | Fixed         | 31.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038650.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $2499.69      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6169908.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $909.94       | 0.00%             | 2024-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071864.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.44        | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784336.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10964 | PA      | $10854.01     | 0.00%             | 2027-03-14      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992123466.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $183.56       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952197.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $45.94        | 0.00%             | 2025-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6158230.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12524 | PA      | $11975.01     | 0.00%             | 2024-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12119732.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9814 | PA      | $9818.69      | 0.00%             | 2027-04-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6255586.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14534 | PA      | $13570.03     | 0.00%             | 2024-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13302148.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7044 | PA      | $7009.68      | 0.00%             | 2027-06-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13430567.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16000 | PA      | $16062.19     | 0.01%             | 2027-05-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928339.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25286 | PA      | $25008.52     | 0.01%             | 2027-04-11      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295991.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $24.09        | 0.00%             | 2025-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933134.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15046 | PA      | $1058.97      | 0.00%             | 2027-04-12      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174324.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $3057.41      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2263509.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $9338.03      | 0.00%             | 2026-12-16      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1630147.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20731 | PA      | $19997.09     | 0.01%             | 2026-09-30      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018362.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2541.73      | 0.00%             | 2026-11-10      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038355.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5929 | PA      | $5668.37      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268164.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5192 | PA      | $5114.39      | 0.00%             | 2026-12-17      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                  | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $896418.00    | 0.31%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185238815.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7547 | PA      | $7350.06      | 0.00%             | 2025-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1673894.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4934 | PA      | $4761.47      | 0.00%             | 2024-12-16      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785573.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $96.18        | 0.00%             | 2027-03-14      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1680745.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10078 | PA      | $9614.11      | 0.00%             | 2026-12-17      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480576.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20196 | PA      | $20023.20     | 0.01%             | 2027-01-21      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934028.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16185 | PA      | $16071.09     | 0.01%             | 2027-04-12      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785259.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $771.83       | 0.00%             | 2025-03-14      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 155028979.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4112 | PA      | $3986.68      | 0.00%             | 2024-07-11      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091883.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $8.08         | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006161.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $121.94       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6258738.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20583 | PA      | $19083.24     | 0.01%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992366822.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2672.73      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297156.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $540.33       | 0.00%             | 2025-04-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $151.68       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992264209.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.76        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2016733.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $6284.70      | 0.00%             | 2024-11-10      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001803.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11926 | PA      | $8640.51      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $735.85       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992211232.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $81.14        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992114050.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $72.45        | 0.00%             | 2024-05-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929129.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15089 | PA      | $14921.13     | 0.01%             | 2027-04-11      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992449049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $578.70       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783282.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1447.80      | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017619.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1256.45      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111001.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1706.45      | 0.00%             | 2026-11-24      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1765.98      | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286025.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.76        | 0.00%             | 2025-04-01      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991864614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6134405.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $943.59       | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654294.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10313 | PA      | $9927.37      | 0.00%             | 2024-11-05      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1735757.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23822 | PA      | $22929.91     | 0.01%             | 2025-03-25      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268163.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4515.44      | 0.00%             | 2026-12-17      | Fixed         | 29.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267252.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6665 | PA      | $6419.59      | 0.00%             | 2026-12-17      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $-6.53        | -0.00%            | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6220305.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18966 | PA      | $17837.73     | 0.01%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992533728.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.09        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106250.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $141.55       | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185704535.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19371 | PA      | $18955.34     | 0.01%             | 2025-02-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $-21.84       | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701405.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7399 | PA      | $7088.94      | 0.00%             | 2025-01-13      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992019910.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13018436.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10419 | PA      | $10502.15     | 0.00%             | 2026-04-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187639145.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16392 | PA      | $15904.15     | 0.01%             | 2025-04-03      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $117.99       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987875.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $19.94        | 0.00%             | 2024-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185415614.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $0.00         | 0.00%             | 2025-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992230512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.28        | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038154.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4511 | PA      | $4278.96      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       320 | PA      | $40.52        | 0.00%             | 2025-04-14      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203124.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $1277.06      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857155.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.04         | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362586.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.77        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743561.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17790 | PA      | $17259.49     | 0.01%             | 2027-03-23      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12882995.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35317 | PA      | $35723.81     | 0.01%             | 2027-04-03      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930285.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3471 | PA      | $3433.48      | 0.00%             | 2027-04-11      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754325.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31474 | PA      | $30485.69     | 0.01%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $2076.57      | 0.00%             | 2025-03-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2759372.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44421 | PA      | $43997.27     | 0.02%             | 2027-03-14      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2779917.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9374 | PA      | $9285.88      | 0.00%             | 2027-03-14      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247585.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $232.18       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1888.25      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10774277.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1726.24      | 0.00%             | 2024-06-09      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $136.60       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992133983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $332.09       | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.80         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015880.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37838 | PA      | $37567.37     | 0.01%             | 2026-11-10      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13014947.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19469 | PA      | $19684.17     | 0.01%             | 2026-04-23      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14372135.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13153 | PA      | $13306.92     | 0.00%             | 2025-05-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782050.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24276 | PA      | $3617.51      | 0.00%             | 2027-03-14      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1717363.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8882 | PA      | $8562.67      | 0.00%             | 2025-02-18      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103758.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $151.00       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782694.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9157 | PA      | $9066.70      | 0.00%             | 2027-03-14      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267371.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1145 | PA      | $1138.20      | 0.00%             | 2026-12-17      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789370.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $4141.40      | 0.00%             | 2027-03-14      | Fixed         | 30.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992428010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1135.83      | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6135721.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1169.18      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992254291.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $53.64        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112190.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5430 | PA      | $820.38       | 0.00%             | 2026-11-24      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6254961.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11298 | PA      | $10444.47     | 0.00%             | 2024-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788160.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3306 | PA      | $3273.91      | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992005349.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $312.65       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $449.07       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2015455.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $964.34       | 0.00%             | 2026-11-10      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6164859.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $1411.11      | 0.00%             | 2024-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789519.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2997.48      | 0.00%             | 2027-03-14      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032475.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11644 | PA      | $10485.56     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784645.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1825.43      | 0.00%             | 2027-03-14      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932805.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13311 | PA      | $13249.44     | 0.00%             | 2027-04-12      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9379 | PA      | $9299.52      | 0.00%             | 2027-02-18      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340076.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1265.33      | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224483.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $232.09       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009378.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $166.96       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780428.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $258.34       | 0.00%             | 2027-03-14      | Fixed         | 11.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991924063.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $74.12        | 0.00%             | 2025-03-06      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992486595.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.78        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2653710.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12702 | PA      | $902.67       | 0.00%             | 2027-02-18      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095814.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $161.63       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1916.07      | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784356.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11217 | PA      | $11116.66     | 0.00%             | 2027-03-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781336.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11445 | PA      | $11392.37     | 0.00%             | 2027-03-14      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100185.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $2177.42      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179823.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.44        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055020.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $33.08        | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1626757.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12889 | PA      | $12421.55     | 0.00%             | 2026-09-20      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6250377.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6714 | PA      | $6288.77      | 0.00%             | 2024-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222709.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $123.68       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744907.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2154.96      | 0.00%             | 2027-04-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016328.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2027.79      | 0.00%             | 2024-11-10      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992563084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $227.65       | 0.00%             | 2024-04-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187273598.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28241 | PA      | $21736.13     | 0.01%             | 2027-04-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420699.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $111.00       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187651859.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9155 | PA      | $8869.23      | 0.00%             | 2027-04-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095428.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $159.35       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016258.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $527.50       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306433.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $331.97       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075279.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $276.48       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786125.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19706 | PA      | $19508.86     | 0.01%             | 2027-03-14      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929578.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19931 | PA      | $19701.70     | 0.01%             | 2027-04-11      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6149304.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1032.38      | 0.00%             | 2024-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991981861.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $209.41       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658871.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32254 | PA      | $32717.17     | 0.01%             | 2025-05-25      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                       | Institutional Fiduciary Trust - Money Market Portfolio                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   3232433 | NS      | $3232433.26   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                       | UGCard, 992011064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.97        | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268043.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43779 | PA      | $43169.25     | 0.02%             | 2026-12-17      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351236.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $42.71        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992369219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $504.89       | 0.00%             | 2025-04-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099679.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $220.24       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266749.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1163.24      | 0.00%             | 2026-12-17      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 168199339.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10359 | PA      | $9939.49      | 0.00%             | 2025-03-11      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14533608.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18578 | PA      | $18533.16     | 0.01%             | 2027-06-22      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203919.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $80.57        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144762.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $16.16        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11035733.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26013 | PA      | $26208.43     | 0.01%             | 2026-12-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992485761.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1372.26      | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996474.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20638 | PA      | $19235.03     | 0.01%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788741.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5082 | PA      | $4999.39      | 0.00%             | 2027-03-14      | Fixed         | 20.54%                | No            |                  3 | On Loan: No      |
| Ivanti Software, Inc.                                                        | Ivanti Software, Inc., First Lien Term Loan                                                     | CUSIP: 46583DAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790030 | PA      | $629144.34    | 0.22%             | 2027-12-01      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930122.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10137 | PA      | $10023.25     | 0.00%             | 2027-04-11      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808475.00    | 0.28%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6131519.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3557 | PA      | $3214.72      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475241.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $597.74       | 0.00%             | 2027-01-20      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752543.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12348 | PA      | $11780.68     | 0.00%             | 2025-04-05      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6039217.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $555.82       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $-4.00        | -0.00%            | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780613.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $6001.75      | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $156.38       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6123474.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8308 | PA      | $7877.87      | 0.00%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $219.20       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928275.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3534.68      | 0.00%             | 2029-04-11      | Fixed         | 26.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928343.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $1946.83      | 0.00%             | 2027-04-11      | Fixed         | 15.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744553.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9023 | PA      | $8720.88      | 0.00%             | 2027-04-07      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267913.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4317 | PA      | $4278.98      | 0.00%             | 2026-12-17      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13614056.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7011 | PA      | $7083.16      | 0.00%             | 2024-05-11      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10551248.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19496 | PA      | $19725.76     | 0.01%             | 2026-11-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991911373.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $4.90         | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                       | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345452.76    | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685961.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12989 | PA      | $12405.47     | 0.00%             | 2026-12-15      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090588.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $857.92       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781052.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7376 | PA      | $7264.23      | 0.00%             | 2027-08-14      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13626550.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31013 | PA      | $9751.11      | 0.00%             | 2027-05-23      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785973.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1679.21      | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786749.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $9335.95      | 0.00%             | 2027-03-14      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997025.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $314.85       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785183.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17907 | PA      | $17739.72     | 0.01%             | 2027-03-14      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.                                  | Dermatology Intermediate Holdings III, Inc., Term Loan                                          | CUSIP: 24982LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198737 | PA      | $194265.02    | 0.07%             | 2029-04-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255455.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.39        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992302462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $61.45        | 0.00%             | 2024-04-13      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $134.10       | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994628.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4112 | PA      | $4260.21      | 0.00%             | 2025-03-12      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928658.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $907.11       | 0.00%             | 2027-04-11      | Fixed         | 21.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171124101.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $202.39       | 0.00%             | 2023-10-27      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998437.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2367.24      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308653.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.02        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780382.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4765 | PA      | $4718.68      | 0.00%             | 2027-03-14      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740943.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13269 | PA      | $12872.56     | 0.00%             | 2027-03-23      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1688022.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11052 | PA      | $10554.37     | 0.00%             | 2026-12-20      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076402.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $323.11       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2761321.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2486.84      | 0.00%             | 2027-03-14      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006509.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6052 | PA      | $5676.04      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 150672283.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7090 | PA      | $6936.45      | 0.00%             | 2024-05-02      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787578.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $4760.95      | 0.00%             | 2025-03-14      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783122.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3530 | PA      | $3495.59      | 0.00%             | 2027-03-14      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991965941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $216.84       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                      | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199601.75    | 0.07%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779862.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $889.02       | 0.00%             | 2027-03-14      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992086032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $68.08        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783065.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4015 | PA      | $3975.89      | 0.00%             | 2027-03-14      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992286457.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $524.10       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235610.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.41        | 0.00%             | 2024-03-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779937.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14461 | PA      | $14328.01     | 0.01%             | 2027-03-14      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786063.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13740 | PA      | $13603.54     | 0.00%             | 2027-03-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6013562.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1808.71      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.20         | 0.00%             | 2027-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784731.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16908 | PA      | $16732.27     | 0.01%             | 2025-03-14      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13394315.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36247 | PA      | $36787.86     | 0.01%             | 2027-05-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270705.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8468 | PA      | $8391.71      | 0.00%             | 2026-12-17      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992360837.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.87        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $161.65       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992185573.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $498.98       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106340.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.87        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785121.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24245 | PA      | $23918.37     | 0.01%             | 2027-03-14      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022231.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15905 | PA      | $14749.25     | 0.01%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785483.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22880 | PA      | $22652.50     | 0.01%             | 2027-03-14      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12840779.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35605 | PA      | $36141.23     | 0.01%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992410568.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $20.66        | 0.00%             | 2025-04-20      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561160.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15772 | PA      | $15957.28     | 0.01%             | 2025-09-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262131.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4331.54      | 0.00%             | 2024-12-16      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187235906.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26453 | PA      | $26092.09     | 0.01%             | 2027-03-20      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652957.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1075.31      | 0.00%             | 2027-02-18      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2771517.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $933.98       | 0.00%             | 2027-03-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992141420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $403.75       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13441691.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18293 | PA      | $18412.14     | 0.01%             | 2026-05-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2470272.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5727 | PA      | $1481.08      | 0.00%             | 2029-01-20      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112419.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1221 | PA      | $1205.08      | 0.00%             | 2026-11-24      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750615.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5795 | PA      | $3235.80      | 0.00%             | 2025-04-07      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213101.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $759.98       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991905614.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $75.27        | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992161174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.88        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932371.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5290 | PA      | $381.34       | 0.00%             | 2027-04-12      | Fixed         | 24.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187214955.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9131 | PA      | $8932.03      | 0.00%             | 2027-03-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992353094.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $210.86       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267969.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3671.79      | 0.00%             | 2026-12-17      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781683.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4218 | PA      | $3996.22      | 0.00%             | 2027-03-14      | Fixed         | 30.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340990.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $117.17       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.95        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2450265.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3381.70      | 0.00%             | 2027-01-21      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004110.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10163 | PA      | $9656.10      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                        | Cheniere Energy, Inc.                                                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543475.41    | 0.19%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $86.28        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992383551.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $153.37       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930149.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8944 | PA      | $8861.01      | 0.00%             | 2027-04-11      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992257803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $17.97        | 0.00%             | 2025-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264794.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $390.47       | 0.00%             | 2026-12-16      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780429.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $5616.48      | 0.00%             | 2027-03-14      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780470.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4513.90      | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6067015.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1776.66      | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789155.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21881 | PA      | $21723.70     | 0.01%             | 2027-03-14      | Fixed         | 8.26%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13666933.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19056 | PA      | $6496.00      | 0.00%             | 2027-05-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781987.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20354 | PA      | $20157.63     | 0.01%             | 2027-03-14      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125068.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1750.15      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478637.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7200 | PA      | $7165.36      | 0.00%             | 2027-01-21      | Fixed         | 26.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995732.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $76.77        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992190865.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        84 | PA      | $-3.71        | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $16.72        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.57        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785697.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3887 | PA      | $3817.99      | 0.00%             | 2025-03-14      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14323855.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9154 | PA      | $9264.12      | 0.00%             | 2027-06-17      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992514602.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $23.45        | 0.00%             | 2024-04-22      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785651.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1749.77      | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Rain CII Carbon LLC / CII Carbon Corp.                                       | Rain CII Carbon LLC / CII Carbon Corp.                                                          | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923080.00    | 0.32%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992358512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $753.17       | 0.00%             | 2025-04-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992393499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.46        | 0.00%             | 2025-04-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6010585.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1729.69      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658270.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29440 | PA      | $29809.80     | 0.01%             | 2027-05-12      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210889.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1556.30      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $171.96       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932091.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14976 | PA      | $2035.45      | 0.00%             | 2027-04-11      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480920.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4458 | PA      | $4309.09      | 0.00%             | 2027-06-21      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781737.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4493 | PA      | $4433.22      | 0.00%             | 2027-03-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931872.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24547 | PA      | $24209.22     | 0.01%             | 2027-04-11      | Fixed         | 21.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991934046.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $1743.43      | 0.00%             | 2025-02-25      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992611397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $139.82       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31418MKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118657 | PA      | $121285.63    | 0.04%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720620.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6873 | PA      | $6849.56      | 0.00%             | 2026-09-16      | Fixed         | 27.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992015322.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.08         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783287.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4593.37      | 0.00%             | 2027-03-14      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781681.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1197.73      | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12883181.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30281 | PA      | $30628.45     | 0.01%             | 2027-02-28      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992404796.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $11.39        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $282.05       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365903.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       388 | PA      | $403.35       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990261.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.67        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783815.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14533 | PA      | $14398.66     | 0.01%             | 2027-03-14      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033333.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2866 | PA      | $2719.36      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780675.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $972.52       | 0.00%             | 2027-03-14      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016761.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3183.21      | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14578061.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36486 | PA      | $37024.52     | 0.01%             | 2027-06-26      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009872.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27765 | PA      | $26117.96     | 0.01%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                               | FINThrive Software Intermediate Holdings, Inc., First Lien Term Loan                            | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629779 | PA      | $535837.85    | 0.19%             | 2028-12-18      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6047280.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54892 | PA      | $52317.59     | 0.02%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088897.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.27        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033053.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13013 | PA      | $11413.23     | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -228720 | PA      | $-228720.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782049.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12598 | PA      | $12479.72     | 0.00%             | 2027-03-14      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202812.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.13        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238039.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $118.11       | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782814.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5757 | PA      | $5679.77      | 0.00%             | 2027-03-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932935.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17743 | PA      | $17661.03     | 0.01%             | 2027-04-12      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928415.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31090 | PA      | $30867.58     | 0.01%             | 2027-04-11      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991975165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $247.16       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933092.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36419 | PA      | $35921.21     | 0.01%             | 2027-04-12      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012006.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $4820.59      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782041.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6597 | PA      | $6208.19      | 0.00%             | 2025-03-14      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992082876.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $8.14         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385483.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $247.17       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017415.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9372 | PA      | $8898.69      | 0.00%             | 2024-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781134.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5288 | PA      | $5230.38      | 0.00%             | 2027-03-14      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480948.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21429 | PA      | $21246.23     | 0.01%             | 2027-01-21      | Fixed         | 11.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14541502.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16755 | PA      | $16538.14     | 0.01%             | 2025-07-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992575280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $267.21       | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795960.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22325 | PA      | $22599.72     | 0.01%             | 2027-04-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989548.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $791.99       | 0.00%             | 2025-03-12      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $135.10       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991968274.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.12         | 0.00%             | 2027-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $6397.17      | 0.00%             | 2025-08-14      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $887.86       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991221.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.58       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2777367.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7961 | PA      | $7881.56      | 0.00%             | 2027-03-14      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239312.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $610.06       | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779683.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34824 | PA      | $34469.75     | 0.01%             | 2028-01-14      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786514.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $1993.23      | 0.00%             | 2027-03-14      | Fixed         | 27.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6114086.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22430 | PA      | $21361.57     | 0.01%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269004.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10974 | PA      | $10869.87     | 0.00%             | 2026-12-17      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928870.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8119 | PA      | $8028.98      | 0.00%             | 2027-04-11      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.21        | 0.00%             | 2024-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785354.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3712 | PA      | $3662.66      | 0.00%             | 2027-03-14      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930239.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21922 | PA      | $21762.30     | 0.01%             | 2027-04-11      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186721205.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8933 | PA      | $245.97       | 0.00%             | 2025-03-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323330.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $307.42       | 0.00%             | 2025-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780792.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25231 | PA      | $25106.41     | 0.01%             | 2027-03-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478172.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5193 | PA      | $4881.95      | 0.00%             | 2027-01-21      | Fixed         | 9.55%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076714.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $384.14       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476979.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4313.38      | 0.00%             | 2025-01-21      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071680.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $410.29       | 0.00%             | 2025-03-21      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417937.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.34        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228441.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $1004.80      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785996.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $4822.66      | 0.00%             | 2027-03-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238868.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $5660.05      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992025078.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $5.62         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931871.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14472 | PA      | $9063.32      | 0.00%             | 2028-02-11      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992021215.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.10        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782332.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1561.53      | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781368.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2651.28      | 0.00%             | 2027-08-14      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992041058.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $212.89       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992171416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $175.85       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11810505.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22151 | PA      | $22225.75     | 0.01%             | 2026-12-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243899.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55990 | PA      | $52471.11     | 0.02%             | 2024-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452731.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $173.27       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992289647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1393.28      | 0.00%             | 2025-04-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Pacific Dental Services LLC                                                  | Pacific Dental Services LLC, Term Loan                                                          | CUSIP: 69417WAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92772 | PA      | $90974.42     | 0.03%             | 2028-05-05      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788017.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $5037.27      | 0.00%             | 2027-03-14      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992162426.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $132.37       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076520.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-05-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935078.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2983 | PA      | $2954.30      | 0.00%             | 2027-04-12      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992026942.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $22.28        | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 151001381.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3724.75      | 0.00%             | 2024-04-30      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992314377.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.61        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992212434.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $39.06        | 0.00%             | 2025-04-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187037217.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $6805.39      | 0.00%             | 2027-03-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2474487.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21848 | PA      | $21679.68     | 0.01%             | 2027-06-20      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1714038.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $1021.41      | 0.00%             | 2024-09-16      | Fixed         | 16.16%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742688.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $3043.94      | 0.00%             | 2025-03-22      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175762.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $0.01         | 0.00%             | 2027-10-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781185.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3517 | PA      | $3459.77      | 0.00%             | 2027-03-14      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992419052.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.68         | 0.00%             | 2028-01-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214375.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12698 | PA      | $11874.01     | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270631.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10454 | PA      | $9821.42      | 0.00%             | 2026-12-17      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208649.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $298.53       | 0.00%             | 2024-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780167.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4238.30      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781981.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $774.93       | 0.00%             | 2025-03-14      | Fixed         | 12.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174249.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2492 | PA      | $2294.88      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656610.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13240 | PA      | $13129.74     | 0.00%             | 2027-02-18      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.47         | 0.00%             | 2028-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.76        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992477516.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.90       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931522.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $11558.84     | 0.00%             | 2027-04-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992371715.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $287.48       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789041.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4918 | PA      | $4870.83      | 0.00%             | 2027-03-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932165.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17926 | PA      | $17840.10     | 0.01%             | 2027-04-11      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $97.11        | 0.00%             | 2024-02-25      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12638350.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22236 | PA      | $22448.75     | 0.01%             | 2027-04-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Citadel Securities LP                                                        | Citadel Securities LP, Term Loan B1                                                             | CUSIP: 17288YAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $317499.20    | 0.11%             | 2028-02-02      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785227.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26187 | PA      | $25836.20     | 0.01%             | 2027-03-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5386 | PA      | $5356.27      | 0.00%             | 2026-12-16      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11444490.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $5253.91      | 0.00%             | 2025-02-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992047191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1628.82      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064679.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14674 | PA      | $13887.45     | 0.00%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6160824.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9793 | PA      | $9223.76      | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992265584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $138.94       | 0.00%             | 2024-04-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7097 | PA      | $498.47       | 0.00%             | 2025-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935620.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $155.28       | 0.00%             | 2027-04-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017756.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11387 | PA      | $11312.45     | 0.00%             | 2026-11-10      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6239020.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5750 | PA      | $5308.83      | 0.00%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992468171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.97         | 0.00%             | 2028-01-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992077810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $210.72       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991957369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $12.08        | 0.00%             | 2024-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002327.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $15.00        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474959.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $6664.87      | 0.00%             | 2027-01-20      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753431.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9962 | PA      | $9511.35      | 0.00%             | 2027-04-06      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992285635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $286.84       | 0.00%             | 2024-04-14      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991846794.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $98.07        | 0.00%             | 2025-02-23      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656567.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $21.53        | 0.00%             | 2027-02-18      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788584.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11956 | PA      | $11836.42     | 0.00%             | 2027-03-14      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13381468.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31028 | PA      | $31422.13     | 0.01%             | 2025-03-29      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992488893.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.96        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6142295.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $6203.87      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CrownRock LP / CrownRock Finance, Inc.                                       | CrownRock LP / CrownRock Finance, Inc.                                                          | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $271153.73    | 0.10%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6058370.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4145 | PA      | $3170.05      | 0.00%             | 2024-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31288HBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10432 | PA      | $10772.79     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971475.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3266 | PA      | $-145.48      | -0.00%            | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2652611.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1944 | PA      | $1921.06      | 0.00%             | 2027-02-18      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784509.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5560 | PA      | $5493.54      | 0.00%             | 2025-03-14      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Enerflex Ltd.                                                                | Enerflex Ltd.                                                                                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $898713.00    | 0.31%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990873.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2202.07      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992175960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $456.46       | 0.00%             | 2024-04-01      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6154520.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53912 | PA      | $51380.50     | 0.02%             | 2024-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10941111.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22565 | PA      | $22833.28     | 0.01%             | 2025-05-01      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476700.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3693 | PA      | $3663.21      | 0.00%             | 2027-01-21      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934761.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6044 | PA      | $5978.75      | 0.00%             | 2027-04-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12795850.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16565 | PA      | $16266.90     | 0.01%             | 2025-04-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980454.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.01         | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789352.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11449 | PA      | $11336.38     | 0.00%             | 2027-03-14      | Fixed         | 10.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 146965410.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3293 | PA      | $3225.09      | 0.00%             | 2024-01-29      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262628.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2372.24      | 0.00%             | 2024-12-16      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992012694.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.64        | 0.00%             | 2024-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003889.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $2791.22      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992320559.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $324.82       | 0.00%             | 2025-04-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1891993.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5757 | PA      | $408.14       | 0.00%             | 2026-10-21      | Fixed         | 28.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991950424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $57.89        | 0.00%             | 2024-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783995.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3273 | PA      | $3243.14      | 0.00%             | 2027-03-14      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930901.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1834.43      | 0.00%             | 2025-04-11      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992014951.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.38         | 0.00%             | 2027-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928632.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $9316.00      | 0.00%             | 2027-04-11      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740133.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3367 | PA      | $2818.49      | 0.00%             | 2025-03-22      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357683.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.22        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785508.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2545.38      | 0.00%             | 2027-03-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992533724.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $220.96       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6213085.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $780.87       | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093069.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $177.64       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743143.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $5259.69      | 0.00%             | 2027-04-06      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992220049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.39        | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210328.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $14466.59     | 0.01%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368806.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $757.01       | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784074.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3234.14      | 0.00%             | 2025-03-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789715.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1940 | PA      | $1922.27      | 0.00%             | 2027-03-14      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14212566.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33220 | PA      | $33703.65     | 0.01%             | 2027-06-22      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12847750.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26419 | PA      | $26813.38     | 0.01%             | 2027-04-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416607.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       240 | PA      | $16.88        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929218.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5034 | PA      | $4978.48      | 0.00%             | 2027-04-11      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992055703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $140.58       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654529.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $135.26       | 0.00%             | 2027-02-18      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13436426.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19693 | PA      | $1990.38      | 0.00%             | 2027-05-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035853.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.43        | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337201.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.70        | 0.00%             | 2024-04-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 172228602.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10058 | PA      | $9752.27      | 0.00%             | 2023-11-30      | Fixed         | 9.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268833.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $30.25        | 0.00%             | 2024-12-17      | Fixed         | 28.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742658.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $5302.41      | 0.00%             | 2025-03-22      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10670951.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16808 | PA      | $16610.04     | 0.01%             | 2024-11-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992596925.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1738.43      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18587 | PA      | $18409.40     | 0.01%             | 2027-03-14      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187845146.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $8880.07      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980627.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $181.33       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785265.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3821 | PA      | $3784.54      | 0.00%             | 2027-03-14      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780785.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14160 | PA      | $14025.37     | 0.00%             | 2027-03-14      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788795.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9027 | PA      | $8934.56      | 0.00%             | 2027-03-14      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210611.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $813.94       | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992385845.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $169.64       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991877739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $257.37       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784177.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5742 | PA      | $5664.19      | 0.00%             | 2027-03-14      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136642.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $1505.84      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473931.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14343 | PA      | $14241.71     | 0.00%             | 2027-01-20      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $341.63       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296348.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.36        | 0.00%             | 2024-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475358.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5592 | PA      | $5567.90      | 0.00%             | 2029-01-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657679.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6315 | PA      | $6257.52      | 0.00%             | 2027-02-18      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980708.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $668.19       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789882.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $2104.83      | 0.00%             | 2025-03-14      | Fixed         | 18.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992362572.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $6.92         | 0.00%             | 2025-04-22      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $314.23       | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479682.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $260.49       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $4.65         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126949.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6533 | PA      | $6116.99      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061207.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5337 | PA      | $5396.45      | 0.00%             | 2024-04-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782210.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4460 | PA      | $4418.03      | 0.00%             | 2027-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992565086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $167.58       | 0.00%             | 2025-04-22      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992182554.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $92.53        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 30 Year                                                                                   | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2716708 | PA      | $2395194.27   | 0.84%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722117.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8463 | PA      | $8432.16      | 0.00%             | 2026-09-16      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $114.64       | 0.00%             | 2024-04-20      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933948.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10165 | PA      | $643.08       | 0.00%             | 2025-04-12      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781288.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2657.61      | 0.00%             | 2027-03-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $264.81       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991977618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $-15.84       | -0.00%            | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992288833.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $136.04       | 0.00%             | 2025-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801328.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28321 | PA      | $28503.33     | 0.01%             | 2025-04-03      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992459688.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.68         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992297524.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1392.27      | 0.00%             | 2025-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1690376.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8861 | PA      | $8501.29      | 0.00%             | 2025-01-21      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928316.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3393 | PA      | $2026.94      | 0.00%             | 2027-04-11      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12889429.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14897 | PA      | $8549.02      | 0.00%             | 2027-04-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992476533.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $542.33       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740886.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $7572.84      | 0.00%             | 2025-03-23      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242141.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10375 | PA      | $9563.47      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6319 | PA      | $6277.29      | 0.00%             | 2027-01-21      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6238343.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16956 | PA      | $15849.13     | 0.01%             | 2024-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226281.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22165 | PA      | $20847.55     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787218.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21677 | PA      | $21528.86     | 0.01%             | 2027-08-14      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991975594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.18        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11701384.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6069 | PA      | $6127.46      | 0.00%             | 2025-12-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789174.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9108 | PA      | $8962.19      | 0.00%             | 2027-03-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722234.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8041 | PA      | $7965.07      | 0.00%             | 2026-09-16      | Fixed         | 12.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $259.01       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079924.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $-6.39        | -0.00%            | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024664.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1453.93      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992069346.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.18       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395500.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $322.44       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783613.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26828 | PA      | $26574.72     | 0.01%             | 2027-03-14      | Fixed         | 14.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001577.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1464.93      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786047.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4339 | PA      | $4316.81      | 0.00%             | 2027-03-14      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062881.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $384.94       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452704.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $221.26       | 0.00%             | 2025-04-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1633995.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6857 | PA      | $6706.86      | 0.00%             | 2024-09-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307488.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $365.49       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC, Term Loan                                                                     | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    426547 | PA      | $404580.25    | 0.14%             | 2025-07-17      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2450581.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4122 | PA      | $4101.24      | 0.00%             | 2027-01-21      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Pitney Bowes, Inc.                                                           | Pitney Bowes, Inc., Term Loan B                                                                 | CUSIP: 72448FAS4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1768500 | PA      | $1633651.88   | 0.57%             | 2028-03-17      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261815.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23383 | PA      | $6889.14      | 0.00%             | 2026-12-16      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992536940.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $27.37        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004013.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9744 | PA      | $9246.06      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111404.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4586 | PA      | $81.79        | 0.00%             | 2026-11-24      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785539.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $922.78       | 0.00%             | 2025-03-14      | Fixed         | 9.79%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $-0.85        | -0.00%            | 2024-03-23      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451594.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $44.12        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2708925.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12379 | PA      | $12248.71     | 0.00%             | 2025-03-14      | Fixed         | 8.54%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992124733.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $80.00        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406055.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2230.03      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13443671.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6797 | PA      | $6824.92      | 0.00%             | 2026-05-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786424.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2724.95      | 0.00%             | 2027-03-14      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991942115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $164.43       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $363.80       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106235.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $69.21        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163140.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $705.02       | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992153877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.56         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013349.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.83        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733798.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12573 | PA      | $12191.39     | 0.00%             | 2025-03-23      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475329.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4454.24      | 0.00%             | 2027-01-20      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337095.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $92.55        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789842.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1118.46      | 0.00%             | 2025-03-14      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2476577.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3394.13      | 0.00%             | 2027-01-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929169.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9906 | PA      | $9796.69      | 0.00%             | 2027-04-11      | Fixed         | 23.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991933089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $58.72        | 0.00%             | 2025-03-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071444.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3212 | PA      | $3341.82      | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992311968.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $4193.30      | 0.00%             | 2025-04-12      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192182.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.62        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081049.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $193.78       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6223884.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20965 | PA      | $19709.06     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992347273.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $15.35        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6163778.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3649 | PA      | $3416.24      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016297.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9891 | PA      | $9479.70      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $6.90         | 0.00%             | 2024-04-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005188.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5014.08      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786748.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8553 | PA      | $8435.88      | 0.00%             | 2025-03-14      | Fixed         | 18.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992452851.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $275.34       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210289.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.24        | 0.00%             | 2024-04-06      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| GNMA                                                                         | GNMA II, Single-family, 30 Year                                                                 | CUSIP: 36202DMD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3526 | PA      | $3650.74      | 0.00%             | 2031-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786035.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4548 | PA      | $4471.44      | 0.00%             | 2025-03-14      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782824.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $9706.88      | 0.00%             | 2027-03-14      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992056835.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $430.80       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892951.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3810 | PA      | $3661.93      | 0.00%             | 2026-10-21      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14398590.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10556 | PA      | $10703.01     | 0.00%             | 2026-06-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6136159.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1279.00      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010263.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $330.90       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784065.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12125 | PA      | $11933.89     | 0.00%             | 2027-03-14      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125893.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $3633.03      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6107497.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12231 | PA      | $9973.34      | 0.00%             | 2024-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790168.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3978 | PA      | $3922.71      | 0.00%             | 2027-03-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992156171.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $69.95        | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236390.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3479.85      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185018593.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19350 | PA      | $18445.93     | 0.01%             | 2027-01-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12801527.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15357 | PA      | $15495.53     | 0.01%             | 2025-02-22      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930340.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24400 | PA      | $24163.59     | 0.01%             | 2027-04-11      | Fixed         | 16.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740496.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8916 | PA      | $8690.75      | 0.00%             | 2027-03-23      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934569.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1578.36      | 0.00%             | 2027-04-12      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267544.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8895 | PA      | $8834.86      | 0.00%             | 2026-12-17      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992310701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.15        | 0.00%             | 2025-03-26      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789907.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1178.86      | 0.00%             | 2027-03-14      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092715.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $315.44       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992058730.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $9.81         | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265199.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $4770.65      | 0.00%             | 2026-12-17      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2893504.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $921.99       | 0.00%             | 2029-04-11      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $513.31       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992152345.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $6.74         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036479.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $309.00       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929033.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4900 | PA      | $2937.25      | 0.00%             | 2027-04-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048059.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3661.06      | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492786.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $71.66        | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12595724.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6891 | PA      | $6843.75      | 0.00%             | 2027-02-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057309.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6149 | PA      | $5857.67      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991745.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $3296.41      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992604111.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $130.11       | 0.00%             | 2024-04-22      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992445261.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $340.23       | 0.00%             | 2024-04-19      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2480238.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $973.27       | 0.00%             | 2027-01-21      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                  | Vibrantz Technologies, Inc.                                                                     | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755960.63    | 0.26%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025605.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1910 | PA      | $1794.84      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6001038.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $250.33       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247253.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.01        | 0.00%             | 2024-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189142.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1682.40      | 0.00%             | 2025-04-03      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998287.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $881.79       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740187.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4282.83      | 0.00%             | 2027-03-22      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185500985.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19264 | PA      | $18769.39     | 0.01%             | 2025-02-01      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $109.71       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6217397.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $808.74       | 0.00%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238462.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $195.25       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046813.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $578.85       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1893730.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $7562.89      | 0.00%             | 2027-03-21      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992044734.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $305.65       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992480717.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $447.21       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754208.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16197 | PA      | $15900.78     | 0.01%             | 2027-04-21      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.74        | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992402629.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $485.63       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092743.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1309.52      | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992200227.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $106.94       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13061907.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15815 | PA      | $15851.52     | 0.01%             | 2025-04-17      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $174.86       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323983.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.37       | 0.00%             | 2025-04-18      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036232.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $7309.21      | 0.00%             | 2024-10-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1700325.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1037.38      | 0.00%             | 2026-09-16      | Fixed         | 30.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5989835.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8051 | PA      | $7684.25      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $14.98        | 0.00%             | 2023-10-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006182.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $393.87       | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10519 | PA      | $10393.30     | 0.00%             | 2027-08-14      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2268655.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21943 | PA      | $21620.87     | 0.01%             | 2026-12-17      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018138.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1974.23      | 0.00%             | 2026-11-10      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116093.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $294.29       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992048219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $290.76       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991955582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $81.66        | 0.00%             | 2025-03-09      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006535.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49072 | PA      | $45731.73     | 0.02%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929913.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $645.19       | 0.00%             | 2025-04-11      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992306624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $275.48       | 0.00%             | 2024-04-14      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784086.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $4006.59      | 0.00%             | 2027-03-14      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992143879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $191.30       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992235769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $132.14       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480803.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1168.32      | 0.00%             | 2027-06-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262523.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1020.69      | 0.00%             | 2024-12-16      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1739656.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $6005.80      | 0.00%             | 2027-03-22      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1664820.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14003 | PA      | $13523.90     | 0.00%             | 2024-11-08      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784782.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7573 | PA      | $1118.46      | 0.00%             | 2025-08-14      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733756.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8892 | PA      | $8627.12      | 0.00%             | 2027-03-23      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $349.65       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784575.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13442 | PA      | $13222.68     | 0.00%             | 2027-03-14      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186099444.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16526 | PA      | $16070.49     | 0.01%             | 2025-02-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017380.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.79         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $231.10       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992599701.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.42         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12846368.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18175 | PA      | $17959.49     | 0.01%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931197.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2814.74      | 0.00%             | 2027-04-11      | Fixed         | 6.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934145.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22454 | PA      | $22248.09     | 0.01%             | 2027-04-12      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783399.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $4904.24      | 0.00%             | 2027-03-14      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997448.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2657.46      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788950.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10890 | PA      | $10784.82     | 0.00%             | 2027-03-14      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1471.52      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992334963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3273.43      | 0.00%             | 2025-04-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236402.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12799283.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23440 | PA      | $23507.21     | 0.01%             | 2027-02-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473306.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5317 | PA      | $5245.89      | 0.00%             | 2027-01-20      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185004873.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21953 | PA      | $20841.01     | 0.01%             | 2027-01-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6039225.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11901 | PA      | $11288.88     | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993356.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $648.30       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2111832.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10644 | PA      | $10598.87     | 0.00%             | 2026-11-24      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992616760.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $-0.34        | -0.00%            | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6000330.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3495.00      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787933.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18214 | PA      | $17922.31     | 0.01%             | 2027-03-14      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1760931.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4066 | PA      | $3907.86      | 0.00%             | 2025-04-25      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992627846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $34.34        | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $411.42       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992553584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $32.88        | 0.00%             | 2025-04-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416487.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $151.39       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789827.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $3192.21      | 0.00%             | 2027-03-14      | Fixed         | 29.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992379229.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $20.05        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781045.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6557 | PA      | $6494.93      | 0.00%             | 2027-03-14      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992265307.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $160.57       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992047615.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1253.78      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266605.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2151.26      | 0.00%             | 2026-12-17      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779787.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11944 | PA      | $11826.21     | 0.00%             | 2027-03-14      | Fixed         | 25.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361198.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $206.23       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992405618.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $8.84         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6181484.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36293 | PA      | $33895.39     | 0.01%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1722528.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3470 | PA      | $1001.23      | 0.00%             | 2027-02-16      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 166491719.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3861 | PA      | $3686.22      | 0.00%             | 2025-02-17      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $229.77       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992032191.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $229.24       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2015849.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12283 | PA      | $3549.13      | 0.00%             | 2026-11-10      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992192029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.57       | 0.00%             | 2025-04-01      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265566.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12662 | PA      | $12540.25     | 0.00%             | 2026-12-16      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184898702.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24862 | PA      | $24200.46     | 0.01%             | 2027-01-24      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930152.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9442 | PA      | $2733.24      | 0.00%             | 2027-09-11      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473211.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5505 | PA      | $5477.12      | 0.00%             | 2027-01-20      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992338026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.25        | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       247 | PA      | $252.95       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992572123.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.03        | 0.00%             | 2025-04-19      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992094122.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $181.83       | 0.00%             | 2025-02-24      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992155636.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       144 | PA      | $146.71       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745741.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12484 | PA      | $11954.08     | 0.00%             | 2025-04-11      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6132965.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2561.63      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183979.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11284 | PA      | $10504.71     | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027372.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.00        | 0.00%             | 2024-03-11      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2478954.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $2535.40      | 0.00%             | 2025-06-21      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787563.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2387.32      | 0.00%             | 2025-03-14      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6196620.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1444.63      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782686.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14681 | PA      | $14536.10     | 0.01%             | 2027-03-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740904.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $5986.14      | 0.00%             | 2027-03-23      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992208856.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $189.35       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062582.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.29         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992346087.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $141.56       | 0.00%             | 2025-04-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782253.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8040 | PA      | $7930.58      | 0.00%             | 2025-03-14      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6191846.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26289 | PA      | $24659.39     | 0.01%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991889019.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $250.85       | 0.00%             | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2475846.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3985.05      | 0.00%             | 2027-01-20      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494631.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $171.11       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308010.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $160.17       | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992265321.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $88.14        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14178108.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29037 | PA      | $28940.91     | 0.01%             | 2025-06-28      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304581.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $487.56       | 0.00%             | 2025-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236810.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $279.60       | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928211.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12704 | PA      | $1895.03      | 0.00%             | 2027-04-11      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932239.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10023 | PA      | $9910.58      | 0.00%             | 2027-04-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714735.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $6418.19      | 0.00%             | 2025-02-15      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024861.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2634.78      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933277.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $1289.32      | 0.00%             | 2027-04-12      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2481444.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7064 | PA      | $7027.27      | 0.00%             | 2027-01-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992036017.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4060 | PA      | $519.58       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $125.03       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12097231.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21429 | PA      | $21681.73     | 0.01%             | 2025-03-11      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072825.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $116.10       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992249684.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $13.45        | 0.00%             | 2025-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992060.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4194 | PA      | $4016.23      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992136969.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $685.55       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11039564.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23230 | PA      | $23568.04     | 0.01%             | 2025-12-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992198907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $4.15         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381102.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $348.48       | 0.00%             | 2025-04-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992337065.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $28.67        | 0.00%             | 2025-04-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934843.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1377 | PA      | $1362.37      | 0.00%             | 2025-04-12      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992575177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $879.17       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478503.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2744 | PA      | $2729.52      | 0.00%             | 2027-01-21      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992188338.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $177.25       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151561.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $66.04        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.64        | 0.00%             | 2024-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992164557.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $113.85       | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783889.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $4054.38      | 0.00%             | 2027-03-14      | Fixed         | 29.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992251449.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $80.45        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992006841.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $-5.18        | -0.00%            | 2024-02-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025632.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5869 | PA      | $5305.02      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991971742.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $10.78        | 0.00%             | 2024-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779835.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6345 | PA      | $6002.29      | 0.00%             | 2027-08-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992017079.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $131.98       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6033918.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2655.97      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991946853.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $351.44       | 0.00%             | 2025-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740970.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8835 | PA      | $8570.85      | 0.00%             | 2027-03-23      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226697.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $149.51       | 0.00%             | 2024-03-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934865.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1770.17      | 0.00%             | 2025-04-12      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742640.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18734 | PA      | $17950.18     | 0.01%             | 2027-03-22      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351798.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.29        | 0.00%             | 2025-04-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992572154.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $10.58        | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $7.40         | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365747.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $739.69       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783469.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6493 | PA      | $6378.31      | 0.00%             | 2025-03-14      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656270.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7261 | PA      | $7215.38      | 0.00%             | 2027-02-18      | Fixed         | 28.21%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $360404.00    | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1605548.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10271 | PA      | $9890.53      | 0.00%             | 2026-08-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1654979.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5682 | PA      | $5468.80      | 0.00%             | 2026-11-12      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672694.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3423.12      | 0.00%             | 2024-12-14      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992399071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.14        | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172074.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $453.40       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992290392.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1461.20      | 0.00%             | 2025-04-13      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928297.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22255 | PA      | $22097.08     | 0.01%             | 2027-04-11      | Fixed         | 8.58%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007306.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.52         | 0.00%             | 2027-11-09      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992552626.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $438.33       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367719.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $117.08       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786152.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $250.94       | 0.00%             | 2027-03-14      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473618.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3795.43      | 0.00%             | 2025-11-20      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13625542.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12679 | PA      | $12561.90     | 0.00%             | 2025-05-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133784.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3295.99      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991883816.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.80        | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780514.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5077 | PA      | $5028.16      | 0.00%             | 2027-03-14      | Fixed         | 27.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $377.14       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.89        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2264675.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17867 | PA      | $16936.70     | 0.01%             | 2026-12-16      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720674.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1517.02      | 0.00%             | 2025-02-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10182 | PA      | $409.05       | 0.00%             | 2025-03-07      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784249.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30931 | PA      | $30634.32     | 0.01%             | 2027-03-14      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991853154.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $170.27       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781316.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16185 | PA      | $15899.45     | 0.01%             | 2025-03-14      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236524.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1362.14      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992181352.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $151.50       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $41.92        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.49        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.56        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12804826.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6815.63      | 0.00%             | 2027-04-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992518430.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $220.16       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090036.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $88.75        | 0.00%             | 2024-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992456770.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $120.35       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992093111.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $131.40       | 0.00%             | 2025-03-09      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991933144.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $199.85       | 0.00%             | 2025-03-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1755876.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14580 | PA      | $14146.77     | 0.00%             | 2028-03-04      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991993286.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.37        | 0.00%             | 2025-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064423.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.84       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194711.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7822 | PA      | $7358.56      | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270209.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1849.49      | 0.00%             | 2026-12-17      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187804301.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32037 | PA      | $31230.01     | 0.01%             | 2027-03-31      | Fixed         | 19.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6140952.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2467.17      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753428.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1178.89      | 0.00%             | 2027-04-06      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025093.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2042.16      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12771953.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18231 | PA      | $18320.57     | 0.01%             | 2027-03-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992603802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $189.12       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6215167.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59911 | PA      | $55876.87     | 0.02%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782241.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $818.37       | 0.00%             | 2025-03-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223848.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $157.78       | 0.00%             | 2024-03-10      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986855.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $126.07       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992636034.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $257.80       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494486.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $74.85        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Endo Dac / Endo Finance LLC / Endo Finco, Inc.                               | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                                  | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $33715.00     | 0.01%             | 2028-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789337.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37121 | PA      | $36635.04     | 0.01%             | 2027-03-14      | Fixed         | 21.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784241.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9328 | PA      | $9237.36      | 0.00%             | 2027-03-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992395473.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1207 | PA      | $1171.01      | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992023200.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $503.78       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787414.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1467.51      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992204705.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $283.41       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250660.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3958 | PA      | $3934.20      | 0.00%             | 2026-12-16      | Fixed         | 23.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13199149.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11031 | PA      | $11166.56     | 0.00%             | 2025-05-10      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10156971.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21605 | PA      | $21760.05     | 0.01%             | 2024-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992508367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $4010.56      | 0.00%             | 2025-04-13      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734128.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8786 | PA      | $8507.00      | 0.00%             | 2027-03-23      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12910945.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28348 | PA      | $28304.41     | 0.01%             | 2027-04-23      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., Term Loan B-2                                                    | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    250989 | PA      | $239890.48    | 0.08%             | 2026-04-06      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781861.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $258.88       | 0.00%             | 2027-08-14      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $21.93        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992169084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $151.56       | 0.00%             | 2024-04-01      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978077.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $287.74       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992367661.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.86        | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295280.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.21       | 0.00%             | 2024-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14580010.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13025 | PA      | $12840.10     | 0.00%             | 2025-07-07      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992132121.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $124.99       | 0.00%             | 2024-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784019.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $2913.80      | 0.00%             | 2027-03-14      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992610599.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.83        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Scientific Games International, Inc.                                         | Scientific Games International, Inc., Term Loan B                                               | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161977 | PA      | $160183.66    | 0.06%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238871.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $50.14        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248104.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $2507.75      | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992248637.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.05       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2933272.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $5102.88      | 0.00%             | 2027-04-12      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348141.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $152.27       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12076585.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15753 | PA      | $15851.84     | 0.01%             | 2025-03-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1747364.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $3062.41      | 0.00%             | 2027-04-12      | Fixed         | 11.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991956528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $37.10        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12869824.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8225 | PA      | $8132.25      | 0.00%             | 2025-04-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992202654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.30        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $6.93         | 0.00%             | 2024-04-14      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782023.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $2119.31      | 0.00%             | 2027-03-14      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6194641.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $969.11       | 0.00%             | 2024-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780787.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12658 | PA      | $12452.21     | 0.00%             | 2027-03-14      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934577.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $2789.07      | 0.00%             | 2027-04-12      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111688.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2181.27      | 0.00%             | 2026-11-24      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240086.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $559.27       | 0.00%             | 2025-03-13      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992063465.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.65        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5993484.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14505 | PA      | $13659.40     | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473454.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8478 | PA      | $104.19       | 0.00%             | 2027-01-20      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6041108.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3583.80      | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265755.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6867 | PA      | $6451.35      | 0.00%             | 2026-12-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2653749.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4327.72      | 0.00%             | 2027-02-18      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401716.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.15        | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064576.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $99.75        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186654687.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16623 | PA      | $16136.92     | 0.01%             | 2027-03-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785772.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6305 | PA      | $97.57        | 0.00%             | 2027-03-14      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1749011.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7418 | PA      | $187.99       | 0.00%             | 2025-04-14      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6180603.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $2143.05      | 0.00%             | 2024-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992232136.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $291.12       | 0.00%             | 2025-04-08      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091504.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $77.83        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992339584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $543.18       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2655901.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6107 | PA      | $6053.88      | 0.00%             | 2027-02-18      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205420.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.75       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992217305.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $295.99       | 0.00%             | 2024-03-23      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992117210.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.23         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233672.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $50.61        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Chart Industries, Inc.                                                       | Chart Industries, Inc.                                                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704578.00    | 0.25%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992180237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.16        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308999.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $4.58         | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780348.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $1484.21      | 0.00%             | 2027-03-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442321.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $162.14       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744585.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $5755.42      | 0.00%             | 2027-03-29      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992293869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $19.56        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992135888.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $482.32       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035788.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18521 | PA      | $17462.66     | 0.01%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $65.42        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996848.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $1563.41      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1896072.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3026 | PA      | $3013.92      | 0.00%             | 2026-10-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1720421.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5168 | PA      | $5149.99      | 0.00%             | 2026-09-16      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308394.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $16.11        | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783601.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7599 | PA      | $230.03       | 0.00%             | 2027-03-14      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14531002.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27496 | PA      | $27660.04     | 0.01%             | 2026-07-05      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210686.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3189.14      | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788518.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $4511.84      | 0.00%             | 2027-03-14      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783176.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4580 | PA      | $4534.87      | 0.00%             | 2027-03-14      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991965.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $25.38        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363936.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $169.69       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780849.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8540 | PA      | $-273.56      | -0.00%            | 2027-08-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2479214.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10119 | PA      | $1567.87      | 0.00%             | 2027-01-21      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111647.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9810 | PA      | $603.19       | 0.00%             | 2026-11-24      | Fixed         | 16.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992609559.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.46         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785339.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11558 | PA      | $11448.05     | 0.00%             | 2027-03-14      | Fixed         | 13.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992424568.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $120.28       | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992350959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $1789.35      | 0.00%             | 2025-04-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       333 | PA      | $331.66       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646051.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6789 | PA      | $6575.93      | 0.00%             | 2024-10-28      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029588.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6436 | PA      | $6151.97      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991879938.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.84         | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745970.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6589 | PA      | $6350.15      | 0.00%             | 2025-03-28      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935272.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7813 | PA      | $1148.85      | 0.00%             | 2027-09-12      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6053334.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $924.06       | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $208.71       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270374.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $240.59       | 0.00%             | 2024-12-17      | Fixed         | 7.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992091162.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2598.62      | 0.00%             | 2025-03-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992529240.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $293.88       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323147.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2501.04      | 0.00%             | 2025-04-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932656.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $2581.87      | 0.00%             | 2027-04-12      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992523768.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $2.00         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992628900.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $38.00        | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782114.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6193 | PA      | $6132.90      | 0.00%             | 2027-03-14      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096737.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.20         | 0.00%             | 2027-10-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928985.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $4436.91      | 0.00%             | 2025-09-11      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789642.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9246 | PA      | $9156.84      | 0.00%             | 2027-03-14      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195564.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $8.30         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785580.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $890.95       | 0.00%             | 2027-03-14      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745699.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23518 | PA      | $22542.31     | 0.01%             | 2025-04-11      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017627.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6275 | PA      | $6222.06      | 0.00%             | 2026-11-10      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992113544.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.21        | 0.00%             | 2025-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928500.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45877 | PA      | $45374.89     | 0.02%             | 2027-04-11      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929574.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9018 | PA      | $8930.42      | 0.00%             | 2027-04-11      | Fixed         | 13.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785320.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3582 | PA      | $3548.97      | 0.00%             | 2027-03-14      | Fixed         | 15.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029135.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.13        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991984128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $227.99       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789168.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $1232.41      | 0.00%             | 2027-03-14      | Fixed         | 15.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6064362.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25562 | PA      | $24224.41     | 0.01%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992632287.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $2.24         | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783926.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15976 | PA      | $15898.48     | 0.01%             | 2027-03-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376967.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.65         | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101624.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $-2.63        | -0.00%            | 2025-02-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054550.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6747 | PA      | $6070.72      | 0.00%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13423557.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25136 | PA      | $25431.54     | 0.01%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992380616.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $13.09        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992276365.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $3.43         | 0.00%             | 2024-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $267.46       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992062901.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $5.93         | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Idera, Inc.                                                                  | Idera, Inc., First Lien Term Loan B-1                                                           | CUSIP: 45168RAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1174439 | PA      | $1110579.13   | 0.39%             | 2028-03-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2761841.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9136 | PA      | $9017.76      | 0.00%             | 2027-03-14      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210171.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1937 | PA      | $1790.91      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                 | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $442309.98    | 0.16%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986491.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.54         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214132.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8129 | PA      | $7624.23      | 0.00%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783908.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4315.63      | 0.00%             | 2025-03-14      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785612.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5748.44      | 0.00%             | 2027-03-14      | Fixed         | 12.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998113.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $79.84        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992343175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.95        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195138.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $52.70        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992356471.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $24.47        | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5989451.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63314 | PA      | $60652.32     | 0.02%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6184220.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7337 | PA      | $6843.69      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992206970.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $289.53       | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930233.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8205 | PA      | $8093.23      | 0.00%             | 2025-04-11      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $675.00       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12831439.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31050 | PA      | $31522.70     | 0.01%             | 2027-04-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6020910.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6560 | PA      | $6308.59      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2017555.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $6046.00      | 0.00%             | 2026-11-10      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14056236.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30749 | PA      | $30703.46     | 0.01%             | 2025-04-30      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784274.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47470 | PA      | $13161.99     | 0.00%             | 2025-08-14      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2016238.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1191.79      | 0.00%             | 2026-11-10      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.62         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780580.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $3109.73      | 0.00%             | 2027-03-14      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651085.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3940 | PA      | $3808.82      | 0.00%             | 2026-11-05      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992579924.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $171.96       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2927743.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6806 | PA      | $6710.39      | 0.00%             | 2027-04-11      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165322.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        47 | PA      | $47.17        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799362.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13144 | PA      | $13286.08     | 0.00%             | 2025-02-10      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13206909.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $1671.00      | 0.00%             | 2024-05-01      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992038432.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $210.50       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6258360.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23919 | PA      | $22263.58     | 0.01%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1721003.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $7218.69      | 0.00%             | 2026-09-16      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656342.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $956.50       | 0.00%             | 2027-02-18      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991916300.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $283.73       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781563.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $917.62       | 0.00%             | 2027-03-14      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992466354.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $76.73        | 0.00%             | 2025-04-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2265667.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16172 | PA      | $15930.56     | 0.01%             | 2025-05-16      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004460.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.12        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781187.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2550.22      | 0.00%             | 2027-03-14      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13435964.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10088 | PA      | $10113.06     | 0.00%             | 2025-05-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029494.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3048.14      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084523.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $117.60       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782116.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15778 | PA      | $14808.79     | 0.01%             | 2027-03-14      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13680651.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11732 | PA      | $11703.11     | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782809.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4993 | PA      | $4912.41      | 0.00%             | 2027-03-14      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992197517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $-10.40       | -0.00%            | 2025-03-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13058395.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18677 | PA      | $18557.70     | 0.01%             | 2027-04-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992309398.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $-23.66       | -0.00%            | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6012594.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4139.23      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786434.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30860 | PA      | $29005.87     | 0.01%             | 2027-08-14      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780352.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8992 | PA      | $8870.97      | 0.00%             | 2027-03-14      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992084032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $1080.80      | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781049.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27226 | PA      | $26965.06     | 0.01%             | 2027-03-14      | Fixed         | 24.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991990312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1537 | PA      | $1593.32      | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214766.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $17.47        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2656050.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2100.67      | 0.00%             | 2027-02-18      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243613.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1316.03      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6023252.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3373.13      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187981773.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23069 | PA      | $22369.64     | 0.01%             | 2027-04-05      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994997.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1867.87      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186203908.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22477 | PA      | $21846.82     | 0.01%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1721771.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4988.72      | 0.00%             | 2026-09-16      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992088639.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $105.60       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481906.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $996.03       | 0.00%             | 2027-01-21      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11877668.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21451 | PA      | $21596.81     | 0.01%             | 2026-03-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992274015.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $1032.23      | 0.00%             | 2025-04-13      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 30 Year                                                                        | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5611 | PA      | $5814.81      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6141870.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $727.26       | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227735.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14022 | PA      | $12915.13     | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004732.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48160 | PA      | $45575.34     | 0.02%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014321.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1335.73      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928255.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5530 | PA      | $5438.91      | 0.00%             | 2027-04-11      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12886570.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13503 | PA      | $13327.46     | 0.00%             | 2025-04-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298646.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.07        | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394479.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.04        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991963803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $53.31        | 0.00%             | 2024-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1894457.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2437.16      | 0.00%             | 2024-10-21      | Fixed         | 10.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991855922.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $592.35       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268724.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4381 | PA      | $4338.01      | 0.00%             | 2024-12-17      | Fixed         | 5.97%                 | No            |                  3 | On Loan: No      |
| Owens & Minor, Inc.                                                          | Owens & Minor, Inc., Term Loan B-1                                                              | CUSIP: 69073LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $150562.51    | 0.05%             | 2029-03-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992166128.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.93        | 0.00%             | 2025-03-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781526.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $4916.21      | 0.00%             | 2027-03-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992100125.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $407.62       | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027504.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.44        | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660369.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17296 | PA      | $16924.19     | 0.01%             | 2024-11-10      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992378557.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.26        | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780008.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $5735.78      | 0.00%             | 2027-03-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994272.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1300.55      | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431847.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8953 | PA      | $8905.99      | 0.00%             | 2026-05-01      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       221 | PA      | $226.14       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13440554.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13312 | PA      | $13536.30     | 0.00%             | 2027-05-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126923.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.68        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992433132.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $100.96       | 0.00%             | 2024-04-21      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2473392.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $499.25       | 0.00%             | 2027-01-20      | Fixed         | 30.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789113.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12019 | PA      | $11906.71     | 0.00%             | 2027-03-14      | Fixed         | 34.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1703232.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1514 | PA      | $1472.16      | 0.00%             | 2025-01-18      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007915.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $138.62       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656560.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13670 | PA      | $12974.17     | 0.00%             | 2027-02-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016244.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12663 | PA      | $11902.97     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| National Mentor Holdings, Inc.                                               | National Mentor Holdings, Inc., First Lien Term Loan                                            | CUSIP: 63689EAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1502104 | PA      | $1058149.50   | 0.37%             | 2028-03-02      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398027.50    | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106172.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.76         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Genesys Cloud Services Holdings I LLC                                        | Genesys Cloud Services Holdings I LLC, Term Loan                                                | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    966147 | PA      | $929718.35    | 0.33%             | 2027-12-01      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983377.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $54.37        | 0.00%             | 2025-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781418.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $968.10       | 0.00%             | 2027-03-14      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784025.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10388 | PA      | $10244.24     | 0.00%             | 2025-03-14      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992034628.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $867.35       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789729.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1091.39      | 0.00%             | 2027-03-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12933534.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17818 | PA      | $17975.54     | 0.01%             | 2027-04-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304613.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $139.52       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781415.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8847 | PA      | $8785.78      | 0.00%             | 2027-03-14      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929694.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $2134.66      | 0.00%             | 2027-09-11      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262190.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3633 | PA      | $3607.16      | 0.00%             | 2026-12-16      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2472995.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2576.26      | 0.00%             | 2027-01-21      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345084.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $503.83       | 0.00%             | 2025-04-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744092.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7501 | PA      | $7275.95      | 0.00%             | 2027-03-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10385583.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8221 | PA      | $8306.22      | 0.00%             | 2024-11-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12723310.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14727 | PA      | $14546.83     | 0.01%             | 2027-04-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992219959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $56.65        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262249.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402 | PA      | $1733.79      | 0.00%             | 2026-12-16      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345657.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $45.10        | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6173941.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3182 | PA      | $2968.48      | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187178718.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20824 | PA      | $19952.06     | 0.01%             | 2027-03-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783800.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5883 | PA      | $409.53       | 0.00%             | 2027-03-14      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992401591.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.56         | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992602763.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.66        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2931330.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $1060.32      | 0.00%             | 2027-04-11      | Fixed         | 31.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6227687.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2847.82      | 0.00%             | 2024-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997200.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2786.68      | 0.00%             | 2024-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S2, Class PT              | CUSIP: 21050HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33062 | PA      | $30506.70     | 0.01%             | 2044-05-16      | Variable      | 12.70%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934277.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $950.20       | 0.00%             | 2027-04-12      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992407118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.89         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6065014.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27546 | PA      | $25949.97     | 0.01%             | 2024-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1885925.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6030 | PA      | $892.10       | 0.00%             | 2024-10-21      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992254008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $231.10       | 0.00%             | 2024-04-02      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656274.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $1747.84      | 0.00%             | 2027-02-18      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992049367.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $217.04       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11694992.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5180 | PA      | $5236.14      | 0.00%             | 2023-12-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992003237.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $742.15       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6006191.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8004 | PA      | $7660.76      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720848.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9313 | PA      | $9159.23      | 0.00%             | 2027-02-28      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11751212.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14854 | PA      | $14966.62     | 0.01%             | 2025-02-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2928774.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1376.39      | 0.00%             | 2027-04-11      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2475641.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $751.76       | 0.00%             | 2025-01-21      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015679.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4171 | PA      | $3789.69      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14549001.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24868 | PA      | $24965.00     | 0.01%             | 2026-06-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $122.28       | 0.00%             | 2025-04-02      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992494656.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $802.82       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2788420.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5947.88      | 0.00%             | 2027-03-14      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308417.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $67.72        | 0.00%             | 2025-04-16      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298625.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689428.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8714 | PA      | $8301.92      | 0.00%             | 2027-01-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185937500.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22121 | PA      | $21649.85     | 0.01%             | 2025-02-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992387804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1477.32      | 0.00%             | 2024-04-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992240691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $9.24         | 0.00%             | 2025-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244453.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $5.49         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992076958.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.75        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992357840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.94        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932473.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13319 | PA      | $13177.05     | 0.00%             | 2025-04-12      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779939.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $873.43       | 0.00%             | 2027-03-14      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14542132.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9616 | PA      | $5512.79      | 0.00%             | 2027-07-02      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                      | LendingClub Corp. - LCX, 164258220.LC.FTS.B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $748.86       | 0.00%             | 2033-01-28      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1539.62      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12797301.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9546 | PA      | $9521.67      | 0.00%             | 2025-04-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991978479.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $247.16       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992109686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $148.14       | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $365.09       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143635.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32856 | PA      | $29692.97     | 0.01%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035626.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15678 | PA      | $14877.27     | 0.01%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269989.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25714 | PA      | $25390.69     | 0.01%             | 2026-12-17      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992118.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $371.85       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992068595.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $127.12       | 0.00%             | 2025-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022070.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3391 | PA      | $3227.28      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6038714.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $867.71       | 0.00%             | 2024-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744668.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $4552.58      | 0.00%             | 2025-03-24      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992390041.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.33        | 0.00%             | 2025-04-13      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991989211.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.43        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474865.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $923.44       | 0.00%             | 2027-01-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270022.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9445 | PA      | $658.33       | 0.00%             | 2026-12-17      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2784660.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11600 | PA      | $11483.68     | 0.00%             | 2027-03-14      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177601.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.84         | 0.00%             | 2027-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656138.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35016 | PA      | $34532.26     | 0.01%             | 2027-02-18      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992345302.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $515.91       | 0.00%             | 2025-04-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992126188.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $165.20       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929095.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2117.18      | 0.00%             | 2027-04-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992072527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $97.97        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Everi Holdings, Inc.                                                         | Everi Holdings, Inc.                                                                            | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602186.59    | 0.21%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1757922.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9051 | PA      | $8663.59      | 0.00%             | 2027-04-13      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| VC GB Holdings I Corp.                                                       | VC GB Holdings I Corp., First Lien Term Loan                                                    | CUSIP: 91823JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    433080 | PA      | $391758.03    | 0.14%             | 2028-07-21      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992167793.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $180.44       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785621.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44437 | PA      | $44013.24     | 0.02%             | 2027-03-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928348.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8669 | PA      | $8563.78      | 0.00%             | 2027-04-11      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101029.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.94        | 0.00%             | 2025-03-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6124886.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3756.83      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992308785.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $896.06       | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742652.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6191 | PA      | $6004.71      | 0.00%             | 2027-03-25      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348769.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $91.17        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014435.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2340.03      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782820.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1216.59      | 0.00%             | 2027-03-14      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2928866.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7267 | PA      | $7186.01      | 0.00%             | 2027-04-11      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1751995.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13485 | PA      | $12856.22     | 0.00%             | 2027-04-08      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187352723.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22232 | PA      | $4102.13      | 0.00%             | 2027-03-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992449500.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $314.82       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476651.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1194.02      | 0.00%             | 2027-01-21      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479402.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6553 | PA      | $6162.40      | 0.00%             | 2027-01-21      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991964099.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $365.34       | 0.00%             | 2025-03-11      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992484096.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $89.93        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6210196.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7102 | PA      | $6642.87      | 0.00%             | 2024-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187229799.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13650 | PA      | $13430.24     | 0.00%             | 2025-03-15      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12679150.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40420 | PA      | $41002.52     | 0.01%             | 2026-04-10      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6137618.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $5585.53      | 0.00%             | 2024-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1710192.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $666.98       | 0.00%             | 2026-09-16      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133328.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2154.96      | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789092.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44953 | PA      | $44508.82     | 0.02%             | 2027-03-14      | Fixed         | 24.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134836.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $185.99       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6226867.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43577 | PA      | $40713.16     | 0.01%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090458.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $2979.78      | 0.00%             | 2025-03-23      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1693283.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13252 | PA      | $13179.68     | 0.00%             | 2027-01-28      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10557980.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12342 | PA      | $12355.12     | 0.00%             | 2026-09-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477060.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25721 | PA      | $25501.17     | 0.01%             | 2027-01-21      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6195532.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1812.99      | 0.00%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110967.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8034 | PA      | $7926.58      | 0.00%             | 2026-11-24      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2929654.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21022 | PA      | $688.45       | 0.00%             | 2027-04-11      | Fixed         | 20.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785890.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11489 | PA      | $11380.15     | 0.00%             | 2027-03-14      | Fixed         | 13.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027655.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992253312.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $1.41         | 0.00%             | 2027-12-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2112276.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $96.78        | 0.00%             | 2026-11-24      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1894844.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19377 | PA      | $19123.25     | 0.01%             | 2026-10-21      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933613.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2335 | PA      | $2311.08      | 0.00%             | 2027-04-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472397.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       420 | PA      | $426.65       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228342.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $3233.27      | 0.00%             | 2025-03-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032257.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $3088.63      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992406959.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $20.26        | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991998617.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.19         | 0.00%             | 2028-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6208297.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $2193.78      | 0.00%             | 2024-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                            | Hanesbrands, Inc.                                                                               | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970157.62    | 0.34%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785945.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2456.39      | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301536.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $126.13       | 0.00%             | 2025-04-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1859672.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12000 | PA      | $11909.10     | 0.00%             | 2026-10-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363472.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $281.09       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299371.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $1025.17      | 0.00%             | 2025-04-15      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035459.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $428.43       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992472499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.65       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987180.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $173.71       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992593267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.91        | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992174565.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $126.55       | 0.00%             | 2025-04-02      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991992965.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $797.85       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2471955.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6290 | PA      | $5977.01      | 0.00%             | 2027-06-20      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2262173.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17892 | PA      | $16960.94     | 0.01%             | 2026-12-16      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992340621.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $260.96       | 0.00%             | 2025-04-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2647332.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3399.13      | 0.00%             | 2027-02-18      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753410.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15400 | PA      | $14703.45     | 0.01%             | 2027-04-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992013223.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $748.71       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6029460.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5764 | PA      | $5467.94      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992461461.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $173.95       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2654489.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $7217.18      | 0.00%             | 2027-02-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184678406.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9761 | PA      | $9556.70      | 0.00%             | 2027-02-03      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992001512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $19.17        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S8, Class PT              | CUSIP: 21057BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66636 | PA      | $62121.63     | 0.02%             | 2045-01-15      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 162773046.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5300 | PA      | $5123.24      | 0.00%             | 2024-12-15      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992007739.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $119.80       | 0.00%             | 2024-03-12      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734152.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2016 | PA      | $1948.53      | 0.00%             | 2025-03-23      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110697.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11444 | PA      | $11392.07     | 0.00%             | 2026-11-24      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743186.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2925 | PA      | $2811.94      | 0.00%             | 2025-03-22      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6016195.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6696 | PA      | $6357.66      | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6121380.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67899 | PA      | $63526.39     | 0.02%             | 2024-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991988840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $137.22       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2481370.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1135.69      | 0.00%             | 2027-01-21      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991973560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $70.16        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787034.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12597 | PA      | $12466.16     | 0.00%             | 2025-03-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783934.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10514 | PA      | $10409.26     | 0.00%             | 2027-03-14      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352023.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $182.56       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13051587.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7720 | PA      | $7636.97      | 0.00%             | 2027-04-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024556.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $709.32       | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14556969.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8244 | PA      | $1649.96      | 0.00%             | 2027-07-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236283.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10947 | PA      | $10258.32     | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6139905.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44599 | PA      | $39660.54     | 0.01%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786682.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35384 | PA      | $35055.55     | 0.01%             | 2027-03-14      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992492267.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $61.74        | 0.00%             | 2024-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111794.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6695 | PA      | $6649.21      | 0.00%             | 2024-11-24      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2018-29, Class PT              | CUSIP: 21052UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22811 | PA      | $22124.88     | 0.01%             | 2043-12-15      | Variable      | 24.52%                | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -899250 | PA      | $-899250.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967902.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $2.42         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992423538.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $46.18        | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788322.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1816.12      | 0.00%             | 2025-03-14      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                                         | CUSIP: 87422VAA6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $752000.00    | 0.26%             | 2025-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934788.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7424 | PA      | $7300.39      | 0.00%             | 2027-04-12      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12188198.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5836 | PA      | $5897.22      | 0.00%             | 2025-03-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930544.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4655 | PA      | $4602.72      | 0.00%             | 2027-04-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992282384.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $94.26        | 0.00%             | 2025-06-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6005673.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $1006.52      | 0.00%             | 2024-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991980205.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.97         | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992473484.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $104.37       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186901660.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22216 | PA      | $3981.97      | 0.00%             | 2027-03-11      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6125454.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9609 | PA      | $9156.05      | 0.00%             | 2024-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992018218.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $243.34       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259310.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $2756.44      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742509.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19833 | PA      | $19091.25     | 0.01%             | 2025-03-25      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307762.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1844.20      | 0.00%             | 2025-04-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017963.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8376 | PA      | $8321.77      | 0.00%             | 2026-11-10      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992075404.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $20.22        | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991847993.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $601.19       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1756383.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24441 | PA      | $11259.97     | 0.00%             | 2028-03-12      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10767085.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2513.95      | 0.00%             | 2023-10-09      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $66.92        | 0.00%             | 2025-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5997974.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $966.10       | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6057720.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $2959.01      | 0.00%             | 2024-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992090174.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1190.44      | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992295534.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1529 | PA      | $1532.18      | 0.00%             | 2025-04-15      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045625.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $1718.12      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5995484.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $684.97       | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934964.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1780.20      | 0.00%             | 2025-04-12      | Fixed         | 19.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13023000.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20202 | PA      | $19786.61     | 0.01%             | 2025-03-04      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262597.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $3137.44      | 0.00%             | 2024-12-16      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.02         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783416.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1490.94      | 0.00%             | 2027-03-14      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $239.28       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6240843.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2770.30      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992442083.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $196.26       | 0.00%             | 2025-04-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $76.82        | 0.00%             | 2025-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674727.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29583 | PA      | $30029.75     | 0.01%             | 2027-04-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785549.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5982 | PA      | $5924.62      | 0.00%             | 2027-03-14      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092159.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1726.17      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S4, Class PT              | CUSIP: 21054GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76639 | PA      | $74462.91     | 0.03%             | 2044-08-15      | Variable      | 12.12%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930905.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30598 | PA      | $30176.13     | 0.01%             | 2027-04-11      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364478.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $379.57       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6259001.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $3604.51      | 0.00%             | 2024-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780436.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $5161.33      | 0.00%             | 2027-03-14      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992529819.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $159.41       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782539.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23429 | PA      | $23182.10     | 0.01%             | 2028-01-14      | Fixed         | 30.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785161.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8957 | PA      | $8868.73      | 0.00%             | 2027-03-14      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992214349.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $108.22       | 0.00%             | 2024-04-04      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992443633.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $9.28         | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103021.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $821.95       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187967430.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18742 | PA      | $18012.87     | 0.01%             | 2027-04-05      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992377665.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $115.47       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473418.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15386 | PA      | $15251.79     | 0.01%             | 2027-01-20      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2470870.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $308.60       | 0.00%             | 2027-01-20      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1985791.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1585.84      | 0.00%             | 2024-11-10      | Fixed         | 12.67%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1313280 | PA      | $-1313280.00  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                        | Prestige Brands, Inc.                                                                           | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470140.85    | 0.16%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992529260.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $83.05        | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341787.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       111 | PA      | $111.04       | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992223928.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $12.84        | 0.00%             | 2024-03-23      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                         | FNMA, 15 Year                                                                                   | CUSIP: 3138M4GL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3620 | PA      | $3488.21      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992359654.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $-34.19       | -0.00%            | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992159674.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.88         | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992102014.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $1744.61      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1170000 | PA      | $-1170000.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658098.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16660 | PA      | $16015.77     | 0.01%             | 2026-11-08      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992079165.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.94        | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13678923.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28794 | PA      | $29222.15     | 0.01%             | 2027-05-20      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421606.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $125.91       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992331911.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.39        | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991986129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $652.42       | 0.00%             | 2025-03-12      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992609319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $632.32       | 0.00%             | 2024-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270326.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1128.60      | 0.00%             | 2024-12-17      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6214653.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22740 | PA      | $21054.79     | 0.01%             | 2024-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2268637.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4514 | PA      | $4462.38      | 0.00%             | 2026-12-17      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2270498.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10040 | PA      | $9972.75      | 0.00%             | 2026-12-17      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2018301.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1476.80      | 0.00%             | 2024-11-10      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934015.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $976.27       | 0.00%             | 2027-04-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2474001.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25253 | PA      | $25028.52     | 0.01%             | 2025-01-20      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate, Term Loan B-4                                                    | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    495120 | PA      | $484598.72    | 0.17%             | 2027-11-05      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363102.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $220.05       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740613.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2421 | PA      | $2334.00      | 0.00%             | 2025-03-23      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119846.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $116.87       | 0.00%             | 2024-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2657802.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $4916.05      | 0.00%             | 2027-02-18      | Fixed         | 7.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6024155.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9878 | PA      | $9466.16      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1710242.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6455 | PA      | $6233.63      | 0.00%             | 2025-02-17      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733510.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3928 | PA      | $3807.53      | 0.00%             | 2025-03-22      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687770.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12787 | PA      | $12197.72     | 0.00%             | 2026-12-17      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2935338.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44436 | PA      | $44121.29     | 0.02%             | 2027-04-12      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1890702.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5101 | PA      | $5080.49      | 0.00%             | 2026-10-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991962422.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.82        | 0.00%             | 2024-03-11      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992065190.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $300.71       | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464879.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $96.63        | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783396.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18340 | PA      | $18155.96     | 0.01%             | 2027-03-14      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991991729.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $684.10       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218006.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.37        | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991857129.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $101.33       | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785327.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5851 | PA      | $5772.48      | 0.00%             | 2027-03-14      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12889697.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20824 | PA      | $21082.06     | 0.01%             | 2027-04-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $7.27         | 0.00%             | 2025-03-23      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992085973.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $238.44       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2790078.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603 | PA      | $2578.45      | 0.00%             | 2027-03-14      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992519839.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $351.53       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6002018.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9975 | PA      | $9465.37      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781915.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $270.94       | 0.00%             | 2027-03-14      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475984.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $101.84       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071429.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $6.72         | 0.00%             | 2024-03-21      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014233.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11761 | PA      | $11276.24     | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 159124332.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13429 | PA      | $12995.01     | 0.00%             | 2024-09-23      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $158.77       | 0.00%             | 2024-04-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992233767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.30        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363759.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $544.93       | 0.00%             | 2025-04-22      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992272885.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $358.37       | 0.00%             | 2024-04-13      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992105063.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $14.44        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789937.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4840 | PA      | $4794.79      | 0.00%             | 2027-03-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992515474.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1234.86      | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1705293.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $5238.43      | 0.00%             | 2025-01-29      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992131203.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $541.14       | 0.00%             | 2025-03-23      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992254001.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $12.78        | 0.00%             | 2025-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782792.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $5184.01      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779444.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4597 | PA      | $4551.40      | 0.00%             | 2027-03-14      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992227977.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $197.06       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991979850.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.68        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14387197.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7924 | PA      | $8019.92      | 0.00%             | 2024-06-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992298750.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $508.41       | 0.00%             | 2025-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992101791.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       251 | PA      | $261.27       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1732943.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5967 | PA      | $5779.91      | 0.00%             | 2027-03-22      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992422521.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $131.69       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992389519.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $-16.70       | -0.00%            | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386827.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $957.47       | 0.00%             | 2025-04-16      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992027907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $83.87        | 0.00%             | 2025-03-11      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $165.04       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750927.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11700 | PA      | $11331.95     | 0.00%             | 2027-04-17      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743122.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20375 | PA      | $19491.54     | 0.01%             | 2025-04-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991967604.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $102.97       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992160027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.96        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992321872.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $184.38       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14371343.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44039 | PA      | $44627.70     | 0.02%             | 2026-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12674905.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35087 | PA      | $35433.05     | 0.01%             | 2027-04-01      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10547265.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25863 | PA      | $26161.93     | 0.01%             | 2026-10-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1618176.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1774.39      | 0.00%             | 2024-08-23      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2783856.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $3457.86      | 0.00%             | 2027-03-14      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991959284.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $254.56       | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991960347.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $229.05       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6004668.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13228 | PA      | $12634.95     | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13026134.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6705 | PA      | $6781.28      | 0.00%             | 2024-04-24      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992244110.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.98         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785877.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4740.27      | 0.00%             | 2027-03-14      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6003800.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8444 | PA      | $8078.54      | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187617463.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5457 | PA      | $5307.73      | 0.00%             | 2025-03-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2270615.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1432.11      | 0.00%             | 2026-12-17      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307933.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $96.03        | 0.00%             | 2025-03-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992354757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.33        | 0.00%             | 2024-04-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2267548.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4094.73      | 0.00%             | 2026-12-17      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2110774.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8469 | PA      | $8349.40      | 0.00%             | 2025-04-24      | Fixed         | 28.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269279.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12802 | PA      | $12713.21     | 0.00%             | 2026-12-17      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992203803.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $157.23       | 0.00%             | 2025-03-30      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                                               | U.S. Anesthesia Partners, Inc., First Lien Term Loan                                            | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    346593 | PA      | $330878.28    | 0.12%             | 2028-10-01      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992096777.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.25        | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                               | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D                                        | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1166326.82   | 0.41%             | 2031-01-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992139676.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $46.40        | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6243487.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8368 | PA      | $7788.51      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678708.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7201 | PA      | $6909.71      | 0.00%             | 2024-12-14      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991987890.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $237.84       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $413.09       | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785284.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4705.59      | 0.00%             | 2027-03-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992224496.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.88         | 0.00%             | 2028-01-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 158790336.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10941 | PA      | $10394.92     | 0.00%             | 2024-11-30      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6211111.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11077 | PA      | $10417.43     | 0.00%             | 2024-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992236311.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $258.62       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992352071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.46        | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6009415.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3488 | PA      | $3337.95      | 0.00%             | 2024-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 187352932.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13969 | PA      | $2656.61      | 0.00%             | 2027-03-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12299000.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9674 | PA      | $9663.73      | 0.00%             | 2026-04-08      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992174066.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2083 | PA      | $2165.49      | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305605.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $931.17       | 0.00%             | 2025-04-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6143331.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4691 | PA      | $4039.20      | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2265508.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2794 | PA      | $2775.23      | 0.00%             | 2026-12-16      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2482239.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4435.44      | 0.00%             | 2027-01-21      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1742661.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5056 | PA      | $4858.32      | 0.00%             | 2025-03-22      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992336329.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $250.41       | 0.00%             | 2025-04-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784927.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7025 | PA      | $6710.74      | 0.00%             | 2027-03-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13431194.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19539 | PA      | $19601.32     | 0.01%             | 2026-05-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2930197.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46472 | PA      | $45708.00     | 0.02%             | 2027-04-11      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651400.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13357 | PA      | $12695.26     | 0.00%             | 2026-11-05      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6174003.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $538.18       | 0.00%             | 2024-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743657.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2413 | PA      | $2325.70      | 0.00%             | 2025-03-23      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $394.72       | 0.00%             | 2025-04-06      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 171345622.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9926 | PA      | $9447.99      | 0.00%             | 2025-10-19      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120216.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $210.24       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148579.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $146.71       | 0.00%             | 2025-03-11      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992273158.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $600.81       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116757.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.69         | 0.00%             | 2025-03-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992189290.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $299.28       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782438.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $947.12       | 0.00%             | 2027-03-14      | Fixed         | 14.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784400.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10068 | PA      | $9964.75      | 0.00%             | 2027-08-14      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991868821.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1150.12      | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992061396.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.98         | 0.00%             | 2024-02-26      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992368275.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1679.06      | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789525.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $895.00       | 0.00%             | 2025-03-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992185435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1884.91      | 0.00%             | 2025-03-09      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2788945.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $28.17        | 0.00%             | 2027-03-14      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 148295277.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6527 | PA      | $6359.71      | 0.00%             | 2024-03-06      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226157.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $518.73       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2910288.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15327 | PA      | $9130.17      | 0.00%             | 2027-09-12      | Fixed         | 24.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6236439.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $4425.59      | 0.00%             | 2024-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789037.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17903 | PA      | $1288.08      | 0.00%             | 2027-03-14      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992029549.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $159.47       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2656721.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1107.00      | 0.00%             | 2025-02-18      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12872712.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13288 | PA      | $13389.50     | 0.00%             | 2027-04-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305131.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.91        | 0.00%             | 2024-04-16      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11022483.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7246 | PA      | $7290.60      | 0.00%             | 2027-04-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294183.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $626.28       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992097515.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $173.38       | 0.00%             | 2024-02-24      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992566101.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $73.27        | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087976.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.46        | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992370720.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $-12.02       | -0.00%            | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5992282.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6641 | PA      | $6381.88      | 0.00%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6054076.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19325 | PA      | $18098.76     | 0.01%             | 2024-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6165771.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $1108.59      | 0.00%             | 2024-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087914.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $328.22       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992210789.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $391.62       | 0.00%             | 2025-04-06      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Garden Spinco Corp.                                                          | Garden Spinco Corp.                                                                             | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $424578.00    | 0.15%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992296550.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $272.84       | 0.00%             | 2024-04-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785210.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6698 | PA      | $1814.33      | 0.00%             | 2027-03-14      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992046363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $404.79       | 0.00%             | 2024-03-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991910181.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $4299.53      | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992528527.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $181.57       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992237498.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $7105.86      | 0.00%             | 2025-04-02      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004355.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1306.88      | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991953775.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $377.76       | 0.00%             | 2025-03-09      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786875.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24451 | PA      | $24278.50     | 0.01%             | 2027-03-14      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781446.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7275 | PA      | $7146.20      | 0.00%             | 2025-03-14      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $445755.80    | 0.16%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992016115.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $144.96       | 0.00%             | 2024-03-12      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.41       | 0.00%             | 2024-03-04      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1681009.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6513 | PA      | $6218.78      | 0.00%             | 2027-01-04      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126352.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1779.86      | 0.00%             | 2024-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1892210.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5531.17      | 0.00%             | 2026-10-21      | Fixed         | 28.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992583285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $223.17       | 0.00%             | 2025-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992073366.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $167.82       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992247944.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $38.87        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992608528.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $369.74       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394877.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $147.54       | 0.00%             | 2025-04-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146833.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1115.07      | 0.00%             | 2024-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992119672.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $129.04       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992363968.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $26.08        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992374502.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $45.07        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1746119.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9586 | PA      | $9169.23      | 0.00%             | 2027-04-11      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892162.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5134.29      | 0.00%             | 2024-10-21      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 157113878.LC.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18235 | PA      | $17388.78     | 0.01%             | 2025-01-30      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753404.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10179 | PA      | $9724.31      | 0.00%             | 2025-04-06      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779997.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1695.41      | 0.00%             | 2027-03-14      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992071400.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $680.82       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992482557.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $111.68       | 0.00%             | 2024-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932966.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2143.11      | 0.00%             | 2027-04-12      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931980.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9659 | PA      | $9591.52      | 0.00%             | 2027-04-11      | Fixed         | 10.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6162524.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4395 | PA      | $4126.23      | 0.00%             | 2024-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| National Mentor Holdings, Inc.                                               | National Mentor Holdings, Inc., First Lien Term Loan C                                          | CUSIP: 63689EAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48018 | PA      | $33826.05     | 0.01%             | 2028-03-02      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                     | Penn Entertainment, Inc.                                                                        | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158260.73    | 0.06%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188014514.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9762 | PA      | $9602.14      | 0.00%             | 2025-04-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932758.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11732 | PA      | $11623.11     | 0.00%             | 2027-04-12      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992222889.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $36.36        | 0.00%             | 2025-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992408965.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $35.07        | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110974.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4391 | PA      | $4376.11      | 0.00%             | 2026-11-24      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186652351.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27741 | PA      | $26621.62     | 0.01%             | 2027-03-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992035947.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $-1.23        | -0.00%            | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12991443.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8803 | PA      | $8775.95      | 0.00%             | 2026-04-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2480600.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3263.65      | 0.00%             | 2027-01-21      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $27.38        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992284119.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $124.18       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992421960.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $6.79         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932991.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $877.50       | 0.00%             | 2025-04-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2929717.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6040 | PA      | $5973.86      | 0.00%             | 2027-04-11      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992256192.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $147.26       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992386840.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $45.04        | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992446560.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       165 | PA      | $168.51       | 0.00%             | 2024-04-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992255301.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $192.06       | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6000301.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4606 | PA      | $4453.00      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991983424.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $99.21        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783263.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8616 | PA      | $8533.48      | 0.00%             | 2027-03-14      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740958.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22394 | PA      | $21465.44     | 0.01%             | 2027-03-23      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991845930.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $254.49       | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992078517.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $2167.82      | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992087535.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $1002.52      | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934922.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4618 | PA      | $4537.72      | 0.00%             | 2025-04-12      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992355303.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $539.42       | 0.00%             | 2024-04-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992120587.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $216.14       | 0.00%             | 2025-03-11      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110512.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $219.46       | 0.00%             | 2025-03-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785874.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8266 | PA      | $8186.74      | 0.00%             | 2027-03-14      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744077.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8824 | PA      | $8559.89      | 0.00%             | 2027-03-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933611.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7471 | PA      | $0.00         | 0.00%             | 2027-04-12      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991934175.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $403.93       | 0.00%             | 2025-03-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992322780.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $56.47        | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172008.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $14.75        | 0.00%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074666.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $124.76       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991995259.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2404 | PA      | $298.06       | 0.00%             | 2025-03-12      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991952909.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $63.44        | 0.00%             | 2024-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992009326.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $29.07        | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6025524.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8247 | PA      | $7871.68      | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14240417.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14200 | PA      | $2999.98      | 0.00%             | 2027-06-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992381859.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $197.58       | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Petra Diamonds Ltd.                                                          | Petra Diamonds Ltd., Class DI                                                                   | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | BM        |    331401 | NS      | $377413.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992037362.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $106.36       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5996815.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7068 | PA      | $6767.39      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992074963.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $117.72       | 0.00%             | 2025-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992608539.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $24.18        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.                             | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $354350.00    | 0.12%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                        | FHLMC Gold Pool, 15 Year                                                                        | CUSIP: 3128MB6P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11417 | PA      | $11504.50     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992300469.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $9.30         | 0.00%             | 2025-03-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13442439.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20601 | PA      | $20637.42     | 0.01%             | 2025-05-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2478961.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1638.93      | 0.00%             | 2027-01-21      | Fixed         | 33.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2786738.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1936.07      | 0.00%             | 2027-03-14      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6037463.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12652 | PA      | $11988.63     | 0.00%             | 2024-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472883.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9070 | PA      | $9024.37      | 0.00%             | 2027-01-20      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992205953.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $114.96       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2930816.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8570 | PA      | $8426.93      | 0.00%             | 2027-04-11      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992213800.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $4.77         | 0.00%             | 2025-04-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992199234.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $221.98       | 0.00%             | 2025-04-02      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992373476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $6.35         | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635105.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7080 | PA      | $6840.32      | 0.00%             | 2026-09-22      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                      | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1078525.84   | 0.38%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992557584.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.57        | 0.00%             | 2028-01-18      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992207898.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $60.18        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992099619.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.19        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745604.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7491 | PA      | $7144.04      | 0.00%             | 2025-03-25      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931286.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18535 | PA      | $18228.68     | 0.01%             | 2027-04-11      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -309750 | PA      | $-309750.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992127691.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $811.54       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6015125.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6975 | PA      | $6673.47      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183177.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6891 | PA      | $6468.15      | 0.00%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992081022.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $148.88       | 0.00%             | 2025-03-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11681871.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12975 | PA      | $12675.17     | 0.00%             | 2025-02-02      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12675250.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23436 | PA      | $23382.95     | 0.01%             | 2027-04-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992465438.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $23.86        | 0.00%             | 2025-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6036323.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7886 | PA      | $7537.68      | 0.00%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992070590.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $182.89       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931134.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28729 | PA      | $4129.16      | 0.00%             | 2027-04-11      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13422792.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8715 | PA      | $8862.38      | 0.00%             | 2027-05-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13673131.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18174 | PA      | $18376.60     | 0.01%             | 2027-04-07      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992397817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $153.21       | 0.00%             | 2024-04-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2471480.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2533.18      | 0.00%             | 2027-01-20      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.86        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1745583.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1465.41      | 0.00%             | 2025-03-25      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186336075.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27363 | PA      | $26450.12     | 0.01%             | 2025-03-16      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| PetVet Care Centers LLC / Pearl Intermediate Parent LLC                      | PetVet Care Centers LLC / Pearl Intermediate Parent LLC, First Lien Term Loan                   | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    144475 | PA      | $136225.35    | 0.05%             | 2025-02-14      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14276228.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20427 | PA      | $20269.67     | 0.01%             | 2025-06-15      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13767586.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16775 | PA      | $17040.05     | 0.01%             | 2025-07-26      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2931662.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $6290.01      | 0.00%             | 2027-04-12      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC                                                     | Diamond Sports Group LLC, Second Lien Term Loan                                                 | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495471 | PA      | $63586.30     | 0.02%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782604.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5924 | PA      | $5828.62      | 0.00%             | 2027-03-14      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780403.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $4397.14      | 0.00%             | 2027-03-14      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992057082.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $1435.26      | 0.00%             | 2025-03-21      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992116168.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $38.45        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473962.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5420 | PA      | $5372.31      | 0.00%             | 2025-01-20      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781123.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8947 | PA      | $8863.97      | 0.00%             | 2027-03-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12861897.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13756 | PA      | $13778.47     | 0.00%             | 2027-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992287298.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $243.72       | 0.00%             | 2025-04-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992092120.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $10.05        | 0.00%             | 2024-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1893536.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3305 | PA      | $3290.84      | 0.00%             | 2024-10-21      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992053435.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $73.00        | 0.00%             | 2025-03-11      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933829.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29192 | PA      | $28871.13     | 0.01%             | 2027-04-12      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685808.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21636 | PA      | $20665.10     | 0.01%             | 2026-12-15      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992615760.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $285.40       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992341542.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $276.12       | 0.00%             | 2025-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6062212.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36204 | PA      | $34545.63     | 0.01%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992228026.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $389.44       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992185248.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.28        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262592.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1045.50      | 0.00%             | 2026-12-16      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992496033.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $176.77       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992475726.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $203.66       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992449653.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $-0.72        | -0.00%            | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1698164.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1537.43      | 0.00%             | 2025-01-28      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2780039.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $14.40        | 0.00%             | 2027-03-14      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266634.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1746.88      | 0.00%             | 2024-12-17      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118997.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $182.12       | 0.00%             | 2025-03-23      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992361225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $84.50        | 0.00%             | 2024-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992042978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $28.37        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992327297.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $46.16        | 0.00%             | 2024-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992215525.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $136.93       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2266883.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13489 | PA      | $13413.72     | 0.00%             | 2026-12-16      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2104466.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3741.63      | 0.00%             | 2026-11-24      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992165944.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.74         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                               | Carnival Holdings Bermuda Ltd.                                                                  | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $411354.00    | 0.14%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002219.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $821.10       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1733498.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13277 | PA      | $12877.25     | 0.00%             | 2027-03-22      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992179315.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $51.88        | 0.00%             | 2025-03-21      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP, Term Loan                                                                  | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    299246 | PA      | $284913.83    | 0.10%             | 2028-10-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6045124.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6286 | PA      | $5249.35      | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14241416.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31114 | PA      | $31660.78     | 0.01%             | 2026-06-24      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118598.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $379.19       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992221163.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.37        | 0.00%             | 2025-03-11      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2934425.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1021.13      | 0.00%             | 2027-04-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783458.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $984.17       | 0.00%             | 2027-03-14      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10590862.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15857 | PA      | $16062.51     | 0.01%             | 2026-11-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782127.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10174 | PA      | $10075.56     | 0.00%             | 2027-03-14      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6183364.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33590 | PA      | $31388.28     | 0.01%             | 2024-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376081.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $1039.08      | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2472357.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17563 | PA      | $17323.83     | 0.01%             | 2027-01-20      | Fixed         | 18.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992420668.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $755.48       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992250031.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.25        | 0.00%             | 2025-03-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5991317.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35236 | PA      | $33555.39     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992030032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.81         | 0.00%             | 2028-01-08      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2784843.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11156 | PA      | $2889.20      | 0.00%             | 2027-03-14      | Fixed         | 18.02%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1164375 | PA      | $-1164375.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1692617.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10305 | PA      | $9946.49      | 0.00%             | 2027-01-20      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992471150.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $173.04       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651799.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26524 | PA      | $25510.64     | 0.01%             | 2026-11-16      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992191788.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.82        | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2262668.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2912 | PA      | $2894.76      | 0.00%             | 2026-12-16      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2269154.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17257 | PA      | $16216.28     | 0.01%             | 2026-12-17      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994648.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $280.99       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6225812.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14980 | PA      | $13938.31     | 0.00%             | 2024-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992299907.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $216.91       | 0.00%             | 2024-04-15      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2261035.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1542.70      | 0.00%             | 2026-12-16      | Fixed         | 29.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932384.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2858.00      | 0.00%             | 2027-04-12      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2258741.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2393.24      | 0.00%             | 2026-12-17      | Fixed         | 27.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991861717.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $713.26       | 0.00%             | 2025-02-24      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785631.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1840.92      | 0.00%             | 2027-03-14      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992163686.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $762.35       | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992118667.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.03       | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992103027.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $531.56       | 0.00%             | 2025-02-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992151064.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $11.49        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992004454.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $347.45       | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2782202.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $785.01       | 0.00%             | 2025-03-14      | Fixed         | 17.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13459107.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8504 | PA      | $8549.43      | 0.00%             | 2027-05-24      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992140000.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.52         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2757291.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3713 | PA      | $3676.56      | 0.00%             | 2027-03-14      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6032730.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $3436.28      | 0.00%             | 2024-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6126863.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1484.56      | 0.00%             | 2024-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933448.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1638.83      | 0.00%             | 2027-04-12      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2473421.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18420 | PA      | $1323.95      | 0.00%             | 2027-01-20      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992245089.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $48.22        | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991970299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $20.85        | 0.00%             | 2025-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992172774.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $64.37        | 0.00%             | 2024-04-02      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394130.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $458.34       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992376230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185970580.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27203 | PA      | $25244.09     | 0.01%             | 2027-02-11      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12886061.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22171 | PA      | $22501.60     | 0.01%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| IRB Holding Corp.                                                            | IRB Holding Corp., Term Loan B                                                                  | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351793 | PA      | $341942.55    | 0.12%             | 2027-12-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992294540.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $25.79        | 0.00%             | 2024-04-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2018057.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17073 | PA      | $16943.77     | 0.01%             | 2026-11-10      | Fixed         | 20.23%                | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                | UBS AG LONDON                                                                                   | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -981500 | PA      | $-981500.00   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6256311.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3950 | PA      | $3636.36      | 0.00%             | 2024-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2935086.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6037 | PA      | $823.17       | 0.00%             | 2027-04-12      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1734263.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17935 | PA      | $17191.26     | 0.01%             | 2027-03-23      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14234506.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8785 | PA      | $8886.48      | 0.00%             | 2027-06-08      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992307184.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.85        | 0.00%             | 2025-04-16      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782789.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $1011.07      | 0.00%             | 2027-03-14      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13337251.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7845 | PA      | $7937.01      | 0.00%             | 2024-05-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992628071.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.82        | 0.00%             | 2024-04-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992110206.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $59.77        | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992627054.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $2.84         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6133604.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10849 | PA      | $10273.98     | 0.00%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992209767.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.59         | 0.00%             | 2027-12-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6142082.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $5858.89      | 0.00%             | 2024-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992039465.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $71.28        | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992231383.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $280.00       | 0.00%             | 2025-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14588538.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27806 | PA      | $27906.84     | 0.01%             | 2027-06-24      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992226718.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $432.64       | 0.00%             | 2025-04-02      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992541032.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $94.68        | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991994935.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $513.02       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2934820.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9752 | PA      | $9622.61      | 0.00%             | 2025-04-12      | Fixed         | 17.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2933024.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3633 | PA      | $3580.58      | 0.00%             | 2025-04-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992225292.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $101.37       | 0.00%             | 2025-03-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6061935.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10301 | PA      | $9706.35      | 0.00%             | 2024-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992342274.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $337.34       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.                             | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $664830.00    | 0.23%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992458176.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $172.63       | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992396638.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $691.21       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2781349.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4958 | PA      | $4873.30      | 0.00%             | 2025-03-14      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992451949.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $283.51       | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2657169.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13408 | PA      | $13320.90     | 0.00%             | 2027-02-18      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740157.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7979 | PA      | $7686.46      | 0.00%             | 2025-03-22      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2779945.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4967.88      | 0.00%             | 2027-08-14      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2261806.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2142.48      | 0.00%             | 2024-12-16      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780157.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15347 | PA      | $15193.92     | 0.01%             | 2025-03-14      | Fixed         | 6.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992216364.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $34.87        | 0.00%             | 2024-03-23      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2654934.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11108 | PA      | $11052.61     | 0.00%             | 2027-02-18      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364087.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $69.73        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5990664.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $14794.11     | 0.01%             | 2024-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6017024.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $932.34       | 0.00%             | 2024-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992195225.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $24.91        | 0.00%             | 2025-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2264785.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1522.31      | 0.00%             | 2024-12-16      | Fixed         | 11.52%                | No            |                  3 | On Loan: No      |
| Clear Channel International BV                                               | Clear Channel International BV                                                                  | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $286735.25    | 0.10%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932070.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8204 | PA      | $8114.92      | 0.00%             | 2027-04-11      | Fixed         | 32.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992455319.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $309.29       | 0.00%             | 2025-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2110744.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $196.33       | 0.00%             | 2026-11-24      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12244001.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8147 | PA      | $8271.43      | 0.00%             | 2026-01-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992212912.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $147.99       | 0.00%             | 2025-04-06      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2782038.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44054 | PA      | $43745.96     | 0.02%             | 2027-03-14      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6042296.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30849 | PA      | $28710.00     | 0.01%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1740316.PS.FTS.B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9244 | PA      | $8887.50      | 0.00%             | 2027-03-23      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2476860.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $302.76       | 0.00%             | 2025-01-21      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992261412.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $306.76       | 0.00%             | 2025-03-23      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                    | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class DR                             | CUSIP: 14310MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $1961893.21   | 0.69%             | 2031-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992213440.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $543.37       | 0.00%             | 2025-04-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1892072.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4648 | PA      | $4592.18      | 0.00%             | 2026-10-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992415416.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $444.16       | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2785617.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10592 | PA      | $10504.30     | 0.00%             | 2028-01-14      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13018537.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22073 | PA      | $22344.29     | 0.01%             | 2027-04-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2017752.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26455 | PA      | $26246.51     | 0.01%             | 2026-11-10      | Fixed         | 26.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2932550.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $8173.90      | 0.00%             | 2027-04-12      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992394285.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $224.26       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12250129.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27963 | PA      | $27915.59     | 0.01%             | 2027-03-12      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992104096.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $289.97       | 0.00%             | 2024-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780596.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10952 | PA      | $10843.90     | 0.00%             | 2027-03-14      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992148358.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $206.13       | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10692670.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7868 | PA      | $7986.52      | 0.00%             | 2025-11-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992563226.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $16.02        | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6014298.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3674 | PA      | $3487.31      | 0.00%             | 2024-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992144369.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $818.56       | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991927647.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $-5.05        | -0.00%            | 2024-02-24      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13484955.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39315 | PA      | $39922.05     | 0.01%             | 2027-05-25      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464499.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $182.93       | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6242053.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3482.19      | 0.00%             | 2024-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992417131.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $45.57        | 0.00%             | 2024-04-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992010449.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $303.25       | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2790127.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9681 | PA      | $9553.13      | 0.00%             | 2027-03-14      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992348311.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $33.81        | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991955703.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1563.22      | 0.00%             | 2025-02-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2267967.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13840 | PA      | $13748.00     | 0.00%             | 2027-05-17      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6196642.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31429 | PA      | $29426.85     | 0.01%             | 2024-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992464299.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $125.94       | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6035094.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19106 | PA      | $17720.33     | 0.01%             | 2024-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992083363.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       208 | PA      | $209.52       | 0.00%             | 2025-03-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6218317.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34972 | PA      | $32465.11     | 0.01%             | 2024-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2214006.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1310.65      | 0.00%             | 2026-12-17      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2789403.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $909.73       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992002332.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2646.37      | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992576283.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $6.38         | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2783726.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7695 | PA      | $7590.73      | 0.00%             | 2027-03-14      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992364978.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $3.92         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2932212.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10079 | PA      | $9964.50      | 0.00%             | 2027-04-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2781136.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3534 | PA      | $3500.96      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 5998352.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $3005.30      | 0.00%             | 2024-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992134817.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $465.45       | 0.00%             | 2025-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382622.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $461.46       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992059226.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $872.80       | 0.00%             | 2025-03-21      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992479547.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2778.74      | 0.00%             | 2025-04-21      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323415.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2024-04-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365635.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $533.00       | 0.00%             | 2024-04-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                                           | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $258433.50    | 0.09%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992323640.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $805.71       | 0.00%             | 2025-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2787704.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1826.40      | 0.00%             | 2027-03-14      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992064804.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.97        | 0.00%             | 2024-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992416802.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $50.71        | 0.00%             | 2025-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13643702.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19430 | PA      | $19549.02     | 0.01%             | 2027-05-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992398418.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1675.37      | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2479195.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5532 | PA      | $216.81       | 0.00%             | 2027-01-21      | Fixed         | 17.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992218476.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.66       | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992578790.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $136.70       | 0.00%             | 2024-04-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1720283.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7434 | PA      | $7428.71      | 0.00%             | 2028-09-16      | Fixed         | 27.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2780968.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6663 | PA      | $6599.92      | 0.00%             | 2027-03-14      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2111070.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3062 | PA      | $3047.09      | 0.00%             | 2026-11-24      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992305685.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $225.56       | 0.00%             | 2024-04-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2789305.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $4766.96      | 0.00%             | 2027-03-14      | Fixed         | 31.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2477321.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1495.44      | 0.00%             | 2025-01-21      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992372177.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $303.99       | 0.00%             | 2025-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 991997571.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $9.91         | 0.00%             | 2024-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sparta U.S. Holdco LLC                                                       | Sparta U.S. Holdco LLC, First Lien Term Loan                                                    | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |       824 | PA      | $804.25       | 0.00%             | 2028-08-02      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992382295.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $6.64         | 0.00%             | 2028-01-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992095669.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $79.96        | 0.00%             | 2025-02-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992365869.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6022681.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3263 | PA      | $3073.55      | 0.00%             | 2024-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2269601.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $1613.00      | 0.00%             | 2026-12-17      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2786929.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9303 | PA      | $9215.63      | 0.00%             | 2027-03-14      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992500899.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.19         | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13658179.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40443 | PA      | $40978.06     | 0.01%             | 2025-05-24      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6048047.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $2992.59      | 0.00%             | 2024-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992177339.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $32.82        | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14252658.FP.FTS.B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18566 | PA      | $18539.60     | 0.01%             | 2027-06-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2771881.UP.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4509 | PA      | $4434.99      | 0.00%             | 2027-03-14      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992304908.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2483 | PA      | $2480.93      | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2787013.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7839 | PA      | $7714.42      | 0.00%             | 2027-03-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185994726.LC.FTS.B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12395 | PA      | $12075.12     | 0.00%             | 2025-02-11      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992507230.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $170.71       | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992106941.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $-3.39        | -0.00%            | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992344234.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $182.21       | 0.00%             | 2025-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc., 6146677.SQ.FTS.B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10944 | PA      | $10340.18     | 0.00%             | 2024-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2785160.UP.FTS.B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $3960.07      | 0.00%             | 2027-03-14      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992600132.UG.FTS.B                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $159.77       | 0.00%             | 2025-04-22      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Franklin Limited Duration Income Trust

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer